Soc. Generale Call 41.81 OMV 20.09.2024
/ DE000SW1ZTD0
Soc. Generale Call 41.81 OMV 20.0.../ DE000SW1ZTD0 /
| 2024-06-10 5:54:21 PM |
Chg.+0.010 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.220
Bid Size: 10,000 |
0.240
Ask Size: 10,000 |
OMV AG |
41.81 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZTD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.81 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.06 |
| Time value: |
0.23 |
| Break-even: |
44.00 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
9.70 |
| Rho: |
0.05 |
Quote data
| Open: |
0.210 |
| High: |
0.230 |
| Low: |
0.200 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.400 |
0.200 |
| 6M High / 6M Low: |
0.400 |
0.120 |
| High (YTD): |
2024-05-21 |
0.400 |
| Low (YTD): |
2024-03-11 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
47.619 |
| Avg. price 6M: |
|
0.201 |
| Avg. volume 6M: |
|
8.065 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.47% |
| Volatility 6M: |
|
162.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
