Soc. Generale Call 66 ON 21.06.2024
/ DE000SW8XBY4
Soc. Generale Call 66 ON 21.06.20.../ DE000SW8XBY4 /
| 2024-06-07 9:46:18 PM |
Chg.-0.050 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-7.14% |
0.640
Bid Size: 8,000 |
0.650
Ask Size: 8,000 |
ON Semiconductor |
66.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW8XBY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.40 |
| Parity: |
0.59 |
| Time value: |
0.08 |
| Break-even: |
67.30 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.83 |
| Theta: |
-0.07 |
| Omega: |
8.21 |
| Rho: |
0.02 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.570 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-8.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.590 |
| 1M High / 1M Low: |
1.010 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
