Soc. Generale Call 90 ON 21.06.20.../  DE000SU2MCE2  /

EUWAX
2024-05-31  1:22:11 PM Chg.+0.003 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.004EUR +300.00% -
Bid Size: -
-
Ask Size: -
ON Semiconductor 90.00 USD 2024-06-21 Call
 

Master data

WKN: SU2MCE
Issuer: Société Générale
Currency: EUR
Underlying: ON Semiconductor
Type: Warrant
Option type: Call
Strike price: 90.00 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: 336.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.40
Parity: -1.56
Time value: 0.02
Break-even: 83.16
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 46.21
Spread abs.: 0.01
Spread %: 150.00%
Delta: 0.06
Theta: -0.02
Omega: 19.41
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.004
Low: 0.002
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -90.00%
3 Months
  -98.97%
YTD
  -99.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.001
1M High / 1M Low: 0.040 0.001
6M High / 6M Low: 0.960 0.001
High (YTD): 2024-01-02 0.730
Low (YTD): 2024-05-30 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.327
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,362.04%
Volatility 6M:   1,007.33%
Volatility 1Y:   -
Volatility 3Y:   -