Soc. Generale Put 45 OMV 21.06.2024
/ DE000SW2N2R3
Soc. Generale Put 45 OMV 21.06.20.../ DE000SW2N2R3 /
| 2024-05-17 10:24:55 AM |
Chg.+0.040 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+30.77% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
45.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SW2N2R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-26.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
-0.18 |
| Time value: |
0.18 |
| Break-even: |
43.20 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
-0.36 |
| Theta: |
-0.03 |
| Omega: |
-9.28 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
-55.26% |
| 3 Months |
|
|
-74.63% |
| YTD |
|
|
-77.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.130 |
| 1M High / 1M Low: |
0.430 |
0.130 |
| 6M High / 6M Low: |
0.890 |
0.130 |
| High (YTD): |
2024-01-17 |
0.890 |
| Low (YTD): |
2024-05-16 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.309 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.616 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.11% |
| Volatility 6M: |
|
119.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
