Soc. Generale Call 60 ON 21.06.2024
/ DE000SU2UL79
Soc. Generale Call 60 ON 21.06.20.../ DE000SU2UL79 /
| 2024-06-07 9:57:33 AM |
Chg.-0.17 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-13.39% |
-
Bid Size: - |
-
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: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.40 |
| Parity: |
1.14 |
| Time value: |
0.02 |
| Break-even: |
66.69 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
5.55 |
| Rho: |
0.02 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
+8.91% |
| 3 Months |
|
|
-39.23% |
| YTD |
|
|
-57.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.04 |
| 1M High / 1M Low: |
1.52 |
0.94 |
| 6M High / 6M Low: |
2.74 |
0.54 |
| High (YTD): |
2024-01-02 |
2.27 |
| Low (YTD): |
2024-04-23 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.45% |
| Volatility 6M: |
|
166.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
