Soc. Generale Call 70 ON 16.01.2026
/ DE000SU5ET45
Soc. Generale Call 70 ON 16.01.20.../ DE000SU5ET45 /
| 2024-06-07 7:47:04 PM |
Chg.-0.050 |
Bid8:44:46 PM |
Ask8:44:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
-2.46% |
1.970
Bid Size: 150,000 |
1.980
Ask Size: 150,000 |
ON Semiconductor |
70.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
SU5ET4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.40 |
| Parity: |
0.22 |
| Time value: |
1.78 |
| Break-even: |
84.27 |
| Moneyness: |
1.04 |
| Premium: |
0.27 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
2.27 |
| Rho: |
0.41 |
Quote data
| Open: |
1.990 |
| High: |
1.990 |
| Low: |
1.960 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.46% |
| 1 Month |
|
|
-0.50% |
| 3 Months |
|
|
-31.96% |
| YTD |
|
|
-36.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.910 |
| 1M High / 1M Low: |
2.270 |
1.900 |
| 6M High / 6M Low: |
3.230 |
1.420 |
| High (YTD): |
2024-03-07 |
2.910 |
| Low (YTD): |
2024-04-22 |
1.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.323 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.12% |
| Volatility 6M: |
|
88.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
