Soc. Generale Call 60 ON 21.06.2024
/ DE000SU2UL79
Soc. Generale Call 60 ON 21.06.20.../ DE000SU2UL79 /
2024-05-31 9:50:42 PM |
Chg.+0.100 |
Bid9:59:56 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.220EUR |
+8.93% |
1.240 Bid Size: 7,000 |
- Ask Size: - |
ON Semiconductor |
60.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SU2UL7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-27 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.63 |
Historic volatility: |
0.40 |
Parity: |
1.20 |
Time value: |
0.05 |
Break-even: |
67.81 |
Moneyness: |
1.22 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.92 |
Theta: |
-0.04 |
Omega: |
4.97 |
Rho: |
0.03 |
Quote data
Open: |
1.070 |
High: |
1.220 |
Low: |
1.040 |
Previous Close: |
1.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.39% |
1 Month |
|
|
+7.02% |
3 Months |
|
|
-42.99% |
YTD |
|
|
-52.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.250 |
1.110 |
1M High / 1M Low: |
1.520 |
1.010 |
6M High / 6M Low: |
2.720 |
0.550 |
High (YTD): |
2024-03-07 |
2.330 |
Low (YTD): |
2024-04-22 |
0.550 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.182 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.639 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
180.26% |
Volatility 6M: |
|
156.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |