Soc. Generale Put 40 OMV 19.09.2025
/ DE000SY64N24
Soc. Generale Put 40 OMV 19.09.20.../ DE000SY64N24 /
| 10/01/2025 13:26:39 |
Chg.-0.040 |
Bid10/01/2025 |
Ask10/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-8.16% |
0.450
Bid Size: 20,000 |
0.460
Ask Size: 20,000 |
OMV AG |
40.00 EUR |
19/09/2025 |
Put |
Master data
| WKN: |
SY64N2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
19/09/2025 |
| Issue date: |
13/08/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.36 |
| Break-even: |
34.90 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-3.49 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.450 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.16% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-11.76% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.460 |
| 1M High / 1M Low: |
0.650 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.510 |
| Low (YTD): |
07/01/2025 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |