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Soc. Generale Call 38.01 OMV 20.1.../  DE000SV66949  /

EUWAX
2024-06-05  10:30:48 AM Chg.- Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.580EUR - -
Bid Size: -		 -
Ask Size: -		 OMV AG 38.01 EUR 2024-12-20 Call
 

Master data

WKN: SV6694
Issuer: Société Générale
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 38.01 EUR
Maturity: 2024-12-20
Issue date: 2023-06-07
Last trading day: 2024-06-05
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: 7.11
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.34
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.34
Time value: 0.27
Break-even: 43.81
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 3.39%
Delta: 0.71
Theta: -0.01
Omega: 5.06
Rho: 0.13
 

Quote data

Open: 0.570
High: 0.580
Low: 0.570
Previous Close: 0.610
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -4.92%
3 Months  
+61.11%
YTD  
+41.46%
1 Year
  -10.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.580
1M High / 1M Low: 0.800 0.580
6M High / 6M Low: 0.800 0.300
High (YTD): 2024-05-21 0.800
Low (YTD): 2024-01-23 0.300
52W High: 2023-09-19 0.930
52W Low: 2024-01-23 0.300
Avg. price 1W:   0.623
Avg. volume 1W:   0.000
Avg. price 1M:   0.711
Avg. volume 1M:   0.000
Avg. price 6M:   0.479
Avg. volume 6M:   46.574
Avg. price 1Y:   0.576
Avg. volume 1Y:   22.458
Volatility 1M:   135.27%
Volatility 6M:   115.76%
Volatility 1Y:   104.44%
Volatility 3Y:   -