Soc. Generale Call 46 OMV 21.06.2024
/ DE000SV669X8
Soc. Generale Call 46 OMV 21.06.2.../ DE000SV669X8 /
| 2024-05-29 8:59:42 AM |
Chg.-0.010 |
Bid10:38:31 AM |
Ask10:38:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-7.14% |
0.087
Bid Size: 20,000 |
0.097
Ask Size: 20,000 |
OMV AG |
46.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV669X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.25 |
| Parity: |
0.05 |
| Time value: |
0.08 |
| Break-even: |
47.30 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
21.97 |
| Rho: |
0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.00% |
| 1 Month |
|
|
+103.13% |
| 3 Months |
|
|
+120.34% |
| YTD |
|
|
+18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.120 |
| 1M High / 1M Low: |
0.220 |
0.064 |
| 6M High / 6M Low: |
0.220 |
0.041 |
| High (YTD): |
2024-05-15 |
0.220 |
| Low (YTD): |
2024-03-12 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
549.42% |
| Volatility 6M: |
|
319.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
