Soc. Generale Put 40 OMV 20.09.2024
/ DE000SW1ZTM1
Soc. Generale Put 40 OMV 20.09.20.../ DE000SW1ZTM1 /
2024-05-17 10:21:26 AM |
Chg.+0.014 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+14.58% |
- Bid Size: - |
- Ask Size: - |
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: |
-39.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
-0.68 |
Time value: |
0.12 |
Break-even: |
38.80 |
Moneyness: |
0.85 |
Premium: |
0.17 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
-0.19 |
Theta: |
-0.01 |
Omega: |
-7.38 |
Rho: |
-0.03 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.096 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-71.79% |
YTD |
|
|
-78.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.090 |
1M High / 1M Low: |
0.230 |
0.090 |
6M High / 6M Low: |
0.580 |
0.090 |
High (YTD): |
2024-01-18 |
0.580 |
Low (YTD): |
2024-05-15 |
0.090 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.101 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.174 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.383 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.29% |
Volatility 6M: |
|
110.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |