Soc. Generale Put 35 OMV 20.09.2024
/ DE000SW1ZTL3
Soc. Generale Put 35 OMV 20.09.20.../ DE000SW1ZTL3 /
| 2024-04-29 8:12:28 AM |
Chg.+0.003 |
Bid4:09:00 PM |
Ask4:09:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
+3.85% |
0.080
Bid Size: 35,000 |
0.090
Ask Size: 35,000 |
OMV AG |
35.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZTL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-46.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
-0.83 |
| Time value: |
0.09 |
| Break-even: |
34.06 |
| Moneyness: |
0.81 |
| Premium: |
0.21 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
11.90% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-6.90 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.081 |
| Previous Close: |
0.078 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.41% |
| 1 Month |
|
|
-15.63% |
| 3 Months |
|
|
-61.43% |
| YTD |
|
|
-70.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.078 |
| 1M High / 1M Low: |
0.090 |
0.071 |
| 6M High / 6M Low: |
0.330 |
0.071 |
| High (YTD): |
2024-01-17 |
0.310 |
| Low (YTD): |
2024-04-08 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.15% |
| Volatility 6M: |
|
115.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
