Soc. Generale Call 44 OMV 21.06.2024
/ DE000SV669W0
Soc. Generale Call 44 OMV 21.06.2.../ DE000SV669W0 /
| 2024-05-21 9:46:07 PM |
Chg.+0.030 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+8.82% |
0.360
Bid Size: 8,400 |
0.410
Ask Size: 8,400 |
OMV AG |
44.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV669W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
0.35 |
| Time value: |
0.03 |
| Break-even: |
47.80 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
11.31 |
| Rho: |
0.03 |
Quote data
| Open: |
0.360 |
| High: |
0.390 |
| Low: |
0.360 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
+131.25% |
| 3 Months |
|
|
+131.25% |
| YTD |
|
|
+131.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.290 |
| 1M High / 1M Low: |
0.370 |
0.130 |
| 6M High / 6M Low: |
0.370 |
0.086 |
| High (YTD): |
2024-05-21 |
0.370 |
| Low (YTD): |
2024-03-11 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.19% |
| Volatility 6M: |
|
201.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
