Soc. Generale Put 40 OMV 20.09.2024
/ DE000SW1ZTM1
Soc. Generale Put 40 OMV 20.09.20.../ DE000SW1ZTM1 /
| 2024-04-29 10:18:31 AM |
Chg.+0.010 |
Bid12:44:56 PM |
Ask12:44:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.210
Bid Size: 30,000 |
0.220
Ask Size: 30,000 |
OMV AG |
40.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZTM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
-0.33 |
| Time value: |
0.24 |
| Break-even: |
37.60 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-5.54 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
-48.84% |
| YTD |
|
|
-56.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.210 |
| 1M High / 1M Low: |
0.230 |
0.180 |
| 6M High / 6M Low: |
0.580 |
0.180 |
| High (YTD): |
2024-01-18 |
0.580 |
| Low (YTD): |
2024-04-08 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.22% |
| Volatility 6M: |
|
98.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
