Soc. Generale Call 86 ON 21.06.2024
/ DE000SU6V5J3
Soc. Generale Call 86 ON 21.06.20.../ DE000SU6V5J3 /
| 2024-05-31 9:35:37 PM |
Chg.0.000 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
0.00% |
0.022
Bid Size: 10,000 |
0.032
Ask Size: 10,000 |
ON Semiconductor |
86.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU6V5J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
198.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
-1.19 |
| Time value: |
0.03 |
| Break-even: |
79.61 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
20.31 |
| Spread abs.: |
0.01 |
| Spread %: |
41.67% |
| Delta: |
0.10 |
| Theta: |
-0.03 |
| Omega: |
18.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.015 |
| High: |
0.021 |
| Low: |
0.013 |
| Previous Close: |
0.019 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-76.54% |
| 3 Months |
|
|
-96.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.018 |
| 1M High / 1M Low: |
0.074 |
0.018 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
733.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
