Soc. Generale Call 48 OMV 20.09.2024
/ DE000SW1ZTF5
Soc. Generale Call 48 OMV 20.09.2.../ DE000SW1ZTF5 /
| 2024-06-05 10:59:59 AM |
Chg.+0.002 |
Bid11:15:15 AM |
Ask11:15:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
+2.38% |
0.085
Bid Size: 40,000 |
0.095
Ask Size: 40,000 |
OMV AG |
48.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZTF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.25 |
| Parity: |
-0.29 |
| Time value: |
0.09 |
| Break-even: |
48.94 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
11.90% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
15.72 |
| Rho: |
0.04 |
Quote data
| Open: |
0.076 |
| High: |
0.086 |
| Low: |
0.076 |
| Previous Close: |
0.084 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.82% |
| 1 Month |
|
|
-4.44% |
| 3 Months |
|
|
+21.13% |
| YTD |
|
|
-21.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.084 |
| 1M High / 1M Low: |
0.190 |
0.084 |
| 6M High / 6M Low: |
0.190 |
0.063 |
| High (YTD): |
2024-05-21 |
0.190 |
| Low (YTD): |
2024-03-07 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.52% |
| Volatility 6M: |
|
167.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
