Soc. Generale Call 58 ON 21.06.2024
/ DE000SW9CYJ9
Soc. Generale Call 58 ON 21.06.20.../ DE000SW9CYJ9 /
| 31/05/2024 21:40:26 |
Chg.+0.060 |
Bid21:59:46 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+4.62% |
1.410
Bid Size: 7,000 |
-
Ask Size: - |
ON Semiconductor |
58.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SW9CYJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.40 |
| Parity: |
1.39 |
| Time value: |
0.04 |
| Break-even: |
67.76 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
4.40 |
| Rho: |
0.03 |
Quote data
| Open: |
1.240 |
| High: |
1.360 |
| Low: |
1.200 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.280 |
| 1M High / 1M Low: |
1.700 |
1.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
