Soc. Generale Call 42 OMV 21.06.2024
/ DE000SV669V2
Soc. Generale Call 42 OMV 21.06.2.../ DE000SV669V2 /
| 2024-05-03 9:46:01 PM |
Chg.+0.030 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+12.00% |
0.280
Bid Size: 10,000 |
0.300
Ask Size: 10,000 |
OMV AG |
42.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV669V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
0.21 |
| Time value: |
0.09 |
| Break-even: |
45.00 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
10.93 |
| Rho: |
0.04 |
Quote data
| Open: |
0.280 |
| High: |
0.310 |
| Low: |
0.270 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.74% |
| 1 Month |
|
|
-24.32% |
| 3 Months |
|
|
+27.27% |
| YTD |
|
|
+27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.250 |
| 1M High / 1M Low: |
0.420 |
0.230 |
| 6M High / 6M Low: |
0.480 |
0.140 |
| High (YTD): |
2024-04-05 |
0.420 |
| Low (YTD): |
2024-01-23 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.273 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.253 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.16% |
| Volatility 6M: |
|
153.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
