Soc. Generale Call 54 OMV 20.09.2024
/ DE000SW1ZTJ7
Soc. Generale Call 54 OMV 20.09.2.../ DE000SW1ZTJ7 /
| 2024-05-29 12:27:40 PM |
Chg.-0.007 |
Bid12:45:31 PM |
Ask12:45:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
-23.33% |
0.023
Bid Size: 40,000 |
0.033
Ask Size: 40,000 |
OMV AG |
54.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZTJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
116.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
-0.75 |
| Time value: |
0.04 |
| Break-even: |
54.40 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
33.33% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
16.80 |
| Rho: |
0.02 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.023 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.30% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-46.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.030 |
| 1M High / 1M Low: |
0.049 |
0.020 |
| 6M High / 6M Low: |
0.058 |
0.017 |
| High (YTD): |
2024-05-21 |
0.049 |
| Low (YTD): |
2024-03-19 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.031 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.66% |
| Volatility 6M: |
|
213.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
