Soc. Generale Call 40 OMV 21.06.2024
/ DE000SV669U4
Soc. Generale Call 40 OMV 21.06.2.../ DE000SV669U4 /
| 2024-05-28 9:42:45 PM |
Chg.-0.020 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-2.94% |
0.660
Bid Size: 4,600 |
0.720
Ask Size: 4,600 |
OMV AG |
40.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV669U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
0.69 |
| Time value: |
0.04 |
| Break-even: |
47.30 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
5.80 |
| Rho: |
0.02 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.630 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.45% |
| 1 Month |
|
|
+65.00% |
| 3 Months |
|
|
+112.90% |
| YTD |
|
|
+112.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.620 |
| 1M High / 1M Low: |
0.750 |
0.400 |
| 6M High / 6M Low: |
0.750 |
0.210 |
| High (YTD): |
2024-05-21 |
0.750 |
| Low (YTD): |
2024-01-23 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.67% |
| Volatility 6M: |
|
127.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
