Soc. Generale Call 44 OMV 21.06.2024
/ DE000SV669W0
Soc. Generale Call 44 OMV 21.06.2.../ DE000SV669W0 /
| 29/05/2024 08:59:42 |
Chg.-0.010 |
Bid09:28:18 |
Ask09:28:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-3.45% |
0.250
Bid Size: 15,000 |
0.270
Ask Size: 15,000 |
OMV AG |
44.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SV669W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
07/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
0.29 |
| Time value: |
0.04 |
| Break-even: |
47.30 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
11.90 |
| Rho: |
0.02 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.32% |
| 1 Month |
|
|
+115.38% |
| 3 Months |
|
|
+154.55% |
| YTD |
|
|
+75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.260 |
| 1M High / 1M Low: |
0.380 |
0.130 |
| 6M High / 6M Low: |
0.380 |
0.086 |
| High (YTD): |
21/05/2024 |
0.380 |
| Low (YTD): |
11/03/2024 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.172 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
400.96% |
| Volatility 6M: |
|
252.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
