Soc. Generale Call 56 OMV 20.09.2024
/ DE000SW2BHT0
Soc. Generale Call 56 OMV 20.09.2.../ DE000SW2BHT0 /
2024-05-29 9:55:14 AM |
Chg.-0.004 |
Bid10:19:23 AM |
Ask10:19:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
-23.53% |
0.013 Bid Size: 40,000 |
0.023 Ask Size: 40,000 |
OMV AG |
56.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SW2BHT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
56.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
172.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.25 |
Parity: |
-0.95 |
Time value: |
0.03 |
Break-even: |
56.27 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.01 |
Spread %: |
58.82% |
Delta: |
0.10 |
Theta: |
-0.01 |
Omega: |
17.25 |
Rho: |
0.01 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.013 |
Previous Close: |
0.017 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-35.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-13.33% |
YTD |
|
|
-58.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.017 |
1M High / 1M Low: |
0.031 |
0.011 |
6M High / 6M Low: |
0.042 |
0.008 |
High (YTD): |
2024-01-03 |
0.034 |
Low (YTD): |
2024-03-25 |
0.008 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.019 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
290.65% |
Volatility 6M: |
|
268.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |