Soc. Generale Call 68 ON 21.06.2024
/ DE000SU6V5G9
Soc. Generale Call 68 ON 21.06.20.../ DE000SU6V5G9 /
2024-05-17 9:50:16 PM |
Chg.-0.020 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-3.03% |
0.630 Bid Size: 8,000 |
0.640 Ask Size: 8,000 |
ON Semiconductor |
68.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SU6V5G |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-01-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.42 |
Historic volatility: |
0.40 |
Parity: |
0.46 |
Time value: |
0.17 |
Break-even: |
68.87 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
1.61% |
Delta: |
0.74 |
Theta: |
-0.04 |
Omega: |
7.88 |
Rho: |
0.04 |
Quote data
Open: |
0.610 |
High: |
0.680 |
Low: |
0.610 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+36.17% |
1 Month |
|
|
+45.45% |
3 Months |
|
|
-56.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.470 |
1M High / 1M Low: |
0.750 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.628 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.509 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
284.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |