Soc. Generale Put 45 OMV 21.06.2024
/ DE000SW2N2R3
Soc. Generale Put 45 OMV 21.06.20.../ DE000SW2N2R3 /
| 2024-05-23 8:55:18 AM |
Chg.+0.060 |
Bid9:13:36 AM |
Ask9:13:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+60.00% |
0.170
Bid Size: 20,000 |
0.180
Ask Size: 20,000 |
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: |
-40.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
-0.31 |
| Time value: |
0.12 |
| Break-even: |
43.80 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
1.82 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.28 |
| Theta: |
-0.03 |
| Omega: |
-11.21 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
-56.76% |
| 3 Months |
|
|
-74.60% |
| YTD |
|
|
-78.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.430 |
0.100 |
| 6M High / 6M Low: |
0.890 |
0.100 |
| High (YTD): |
2024-01-17 |
0.890 |
| Low (YTD): |
2024-05-22 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.597 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.45% |
| Volatility 6M: |
|
138.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
