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Soc. Generale Call 42.54 OMV 21.0.../  DE000SQ87291  /

EUWAX
5/28/2024  9:27:23 AM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.460EUR +4.55% -
Bid Size: -		 -
Ask Size: -		 OMV AG 42.54 EUR 6/21/2024 Call
 

Master data

WKN: SQ8729
Issuer: Société Générale
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 42.54 EUR
Maturity: 6/21/2024
Issue date: 2/17/2023
Last trading day: 6/20/2024
Ratio: 9.45:1
Exercise type: American
Quanto: -
Gearing: 9.92
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.46
Implied volatility: 0.35
Historic volatility: 0.25
Parity: 0.46
Time value: 0.04
Break-even: 47.27
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.88
Theta: -0.02
Omega: 8.72
Rho: 0.02
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month  
+119.05%
3 Months  
+206.67%
YTD  
+170.59%
1 Year  
+48.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.420
1M High / 1M Low: 0.570 0.200
6M High / 6M Low: 0.570 0.097
High (YTD): 5/20/2024 0.570
Low (YTD): 1/23/2024 0.097
52W High: 9/19/2023 0.670
52W Low: 1/23/2024 0.097
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.403
Avg. volume 1M:   2,142.857
Avg. price 6M:   0.221
Avg. volume 6M:   362.903
Avg. price 1Y:   0.323
Avg. volume 1Y:   175.781
Volatility 1M:   317.58%
Volatility 6M:   237.96%
Volatility 1Y:   199.49%
Volatility 3Y:   -