Soc. Generale Put 40 OMV 19.09.2025
/ DE000SY64N24
Soc. Generale Put 40 OMV 19.09.20.../ DE000SY64N24 /
| 1/10/2025 8:48:07 AM |
Chg.0.000 |
Bid9:04:18 AM |
Ask9:04:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
0.00% |
0.490
Bid Size: 15,000 |
0.500
Ask Size: 15,000 |
OMV AG |
40.00 EUR |
9/19/2025 |
Put |
Master data
| WKN: |
SY64N2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
9/19/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.37 |
| Break-even: |
34.80 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-3.42 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.26% |
| 3 Months |
|
|
-3.92% |
| YTD |
|
|
-18.33% |
| 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): |
1/2/2025 |
0.510 |
| Low (YTD): |
1/7/2025 |
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: |
|
- |