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Soc. Generale Call 57.01 OMV 20.1.../  DE000SV66980  /

Frankfurt Zert./SG
2024-06-11  11:20:17 AM Chg.-0.001 Bid3:17:53 PM Ask3:17:53 PM Underlying Strike price Expiration date Option type
0.002EUR -33.33% 0.001
Bid Size: 40,000		 0.020
Ask Size: 40,000		 OMV AG 57.01 EUR 2024-12-20 Call
 

Master data

WKN: SV6698
Issuer: Société Générale
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 57.01 EUR
Maturity: 2024-12-20
Issue date: 2023-06-07
Last trading day: 2024-12-19
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: 219.66
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -1.60
Time value: 0.02
Break-even: 57.20
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 0.82
Spread abs.: 0.02
Spread %: 566.67%
Delta: 0.06
Theta: 0.00
Omega: 13.73
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.002
Previous Close: 0.003
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -75.00%
1 Month
  -86.67%
3 Months
  -75.00%
YTD
  -89.47%
1 Year
  -98.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.002
1M High / 1M Low: 0.017 0.002
6M High / 6M Low: 0.040 0.002
High (YTD): 2024-01-25 0.033
Low (YTD): 2024-06-07 0.002
52W High: 2023-07-04 0.220
52W Low: 2024-06-07 0.002
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.012
Avg. volume 6M:   0.000
Avg. price 1Y:   0.075
Avg. volume 1Y:   0.000
Volatility 1M:   512.90%
Volatility 6M:   745.27%
Volatility 1Y:   541.15%
Volatility 3Y:   -