Soc. Generale Call 64 ON 21.06.2024
/ DE000SW9CYL5
Soc. Generale Call 64 ON 21.06.20.../ DE000SW9CYL5 /
| 2024-05-31 9:50:57 PM |
Chg.+0.080 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+10.13% |
0.900
Bid Size: 7,000 |
0.910
Ask Size: 7,000 |
ON Semiconductor |
64.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW9CYL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.40 |
| Parity: |
0.83 |
| Time value: |
0.09 |
| Break-even: |
68.19 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
6.24 |
| Rho: |
0.03 |
Quote data
| Open: |
0.760 |
| High: |
0.870 |
| Low: |
0.720 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.35% |
| 1 Month |
|
|
+2.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.780 |
| 1M High / 1M Low: |
1.190 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.876 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
