Soc. Generale Call 46 OMV 20.09.2024
/ DE000SW1ZTE8
Soc. Generale Call 46 OMV 20.09.2.../ DE000SW1ZTE8 /
| 2024-04-30 9:37:23 PM |
Chg.+0.030 |
Bid9:57:08 PM |
Ask9:57:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+23.08% |
0.150
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
OMV AG |
46.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZTE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.25 |
| Parity: |
-0.13 |
| Time value: |
0.16 |
| Break-even: |
47.60 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
13.07 |
| Rho: |
0.08 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.160 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
+6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.130 |
| 1M High / 1M Low: |
0.230 |
0.130 |
| 6M High / 6M Low: |
0.330 |
0.090 |
| High (YTD): |
2024-04-05 |
0.230 |
| Low (YTD): |
2024-03-11 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.56% |
| Volatility 6M: |
|
154.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
