Soc. Generale Put 45 OMV 20.09.2024
/ DE000SW2N2S1
Soc. Generale Put 45 OMV 20.09.20.../ DE000SW2N2S1 /
| 2024-06-03 8:58:30 AM |
Chg.-0.030 |
Bid9:00:15 PM |
Ask9:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.270
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
OMV AG |
45.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW2N2S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
-0.12 |
| Time value: |
0.29 |
| Break-even: |
42.10 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-6.16 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
-38.64% |
| 3 Months |
|
|
-61.43% |
| YTD |
|
|
-67.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.250 |
| 1M High / 1M Low: |
0.440 |
0.220 |
| 6M High / 6M Low: |
0.950 |
0.220 |
| High (YTD): |
2024-01-17 |
0.950 |
| Low (YTD): |
2024-05-22 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.633 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.58% |
| Volatility 6M: |
|
105.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
