Soc. Generale Call 65 ON 21.06.2024
/ DE000SU2MB97
Soc. Generale Call 65 ON 21.06.20.../ DE000SU2MB97 /
| 2024-06-07 8:38:50 AM |
Chg.-0.140 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-16.28% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
65.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU2MB9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.41 |
| Parity: |
0.68 |
| Time value: |
0.05 |
| Break-even: |
67.48 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
7.98 |
| Rho: |
0.02 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+1.41% |
| 3 Months |
|
|
-61.70% |
| YTD |
|
|
-67.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.660 |
| 1M High / 1M Low: |
1.120 |
0.590 |
| 6M High / 6M Low: |
2.350 |
0.320 |
| High (YTD): |
2024-01-02 |
1.980 |
| Low (YTD): |
2024-04-23 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.782 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.253 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.88% |
| Volatility 6M: |
|
201.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
