Soc. Generale Call 70 ON 16.01.2026
/ DE000SU5ET45
Soc. Generale Call 70 ON 16.01.20.../ DE000SU5ET45 /
| 2024-06-07 9:18:21 AM |
Chg.-0.13 |
Bid8:35:22 PM |
Ask8:35:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-6.13% |
1.96
Bid Size: 150,000 |
1.97
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: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.02% |
| 1 Month |
|
|
+5.85% |
| 3 Months |
|
|
-17.43% |
| YTD |
|
|
-36.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.92 |
| 1M High / 1M Low: |
2.31 |
1.87 |
| 6M High / 6M Low: |
3.22 |
1.40 |
| High (YTD): |
2024-03-08 |
2.87 |
| Low (YTD): |
2024-04-23 |
1.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.31% |
| Volatility 6M: |
|
92.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
