Soc. Generale Call 90 ON 16.01.2026
/ DE000SU26QR0
Soc. Generale Call 90 ON 16.01.20.../ DE000SU26QR0 /
6/7/2024 8:09:09 AM |
Chg.-0.10 |
Bid4:32:36 PM |
Ask4:32:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.30EUR |
-7.14% |
1.30 Bid Size: 175,000 |
1.31 Ask Size: 175,000 |
ON Semiconductor |
90.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
SU26QR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/5/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.40 |
Parity: |
-1.61 |
Time value: |
1.31 |
Break-even: |
95.73 |
Moneyness: |
0.81 |
Premium: |
0.44 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
0.77% |
Delta: |
0.53 |
Theta: |
-0.02 |
Omega: |
2.70 |
Rho: |
0.36 |
Quote data
Open: |
1.30 |
High: |
1.30 |
Low: |
1.30 |
Previous Close: |
1.40 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.36% |
1 Month |
|
|
+4.84% |
3 Months |
|
|
-23.53% |
YTD |
|
|
-42.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.40 |
1.26 |
1M High / 1M Low: |
1.55 |
1.23 |
6M High / 6M Low: |
2.34 |
0.92 |
High (YTD): |
1/2/2024 |
2.13 |
Low (YTD): |
4/23/2024 |
0.92 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.32 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.60 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.24% |
Volatility 6M: |
|
104.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |