Soc. Generale Put 40 OMV 20.12.2024
/ DE000SU13UV2
Soc. Generale Put 40 OMV 20.12.20.../ DE000SU13UV2 /
| 2024-05-23 10:23:23 AM |
Chg.+0.010 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.170
Bid Size: 40,000 |
0.180
Ask Size: 40,000 |
OMV AG |
40.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SU13UV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-0.66 |
| Time value: |
0.18 |
| Break-even: |
38.20 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-5.64 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
-41.38% |
| 3 Months |
|
|
-61.36% |
| YTD |
|
|
-70.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.150 |
| 1M High / 1M Low: |
0.300 |
0.150 |
| 6M High / 6M Low: |
0.660 |
0.150 |
| High (YTD): |
2024-01-18 |
0.630 |
| Low (YTD): |
2024-05-21 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.14% |
| Volatility 6M: |
|
96.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
