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Soc. Generale Call 42.54 OMV 21.0.../  DE000SQ87291  /

Frankfurt Zert./SG
2024-04-30  9:36:38 PM Chg.+0.070 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
0.270EUR +35.00% 0.250
Bid Size: 10,000		 0.270
Ask Size: 10,000		 OMV AG 42.54 EUR 2024-06-21 Call
 

Master data

WKN: SQ8729
Issuer: Société Générale
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 42.54 EUR
Maturity: 2024-06-21
Issue date: 2023-02-17
Last trading day: 2024-06-20
Ratio: 9.45:1
Exercise type: American
Quanto: -
Gearing: 17.51
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.23
Implied volatility: 0.14
Historic volatility: 0.25
Parity: 0.23
Time value: 0.04
Break-even: 45.09
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.85
Theta: -0.01
Omega: 14.94
Rho: 0.05
 

Quote data

Open: 0.360
High: 0.360
Low: 0.260
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.11%
1 Month     0.00%
3 Months  
+28.57%
YTD  
+50.00%
1 Year
  -32.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.380 0.190
6M High / 6M Low: 0.430 0.097
High (YTD): 2024-04-05 0.380
Low (YTD): 2024-01-23 0.097
52W High: 2023-09-19 0.670
52W Low: 2024-01-23 0.097
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   0.208
Avg. volume 6M:   0.000
Avg. price 1Y:   0.317
Avg. volume 1Y:   250
Volatility 1M:   226.55%
Volatility 6M:   184.01%
Volatility 1Y:   162.72%
Volatility 3Y:   -