Soc. Generale Call 74 ON 21.06.2024
/ DE000SU6V1Q7
Soc. Generale Call 74 ON 21.06.20.../ DE000SU6V1Q7 /
2024-05-20 9:24:32 PM |
Chg.+0.030 |
Bid9:27:16 PM |
Ask9:27:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+10.00% |
0.330 Bid Size: 200,000 |
0.340 Ask Size: 200,000 |
ON Semiconductor |
74.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SU6V1Q |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
74.00 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: |
22.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.40 |
Parity: |
-0.08 |
Time value: |
0.30 |
Break-even: |
71.06 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
0.50 |
Theta: |
-0.05 |
Omega: |
11.17 |
Rho: |
0.03 |
Quote data
Open: |
0.280 |
High: |
0.360 |
Low: |
0.270 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
+120.00% |
3 Months |
|
|
-66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.300 |
1M High / 1M Low: |
0.380 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.324 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.276 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
348.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |