Soc. Generale Put 70 ON 21.06.2024
/ DE000SU2L8K1
Soc. Generale Put 70 ON 21.06.202.../ DE000SU2L8K1 /
| 2024-06-07 8:38:48 AM |
Chg.+0.032 |
Bid7:49:59 PM |
Ask7:49:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+32.65% |
0.150
Bid Size: 175,000 |
0.160
Ask Size: 175,000 |
ON Semiconductor |
70.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SU2L8K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.40 |
| Parity: |
-0.22 |
| Time value: |
0.16 |
| Break-even: |
62.67 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
3.33 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.34 |
| Theta: |
-0.08 |
| Omega: |
-14.20 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.098 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.10% |
| 1 Month |
|
|
-64.86% |
| 3 Months |
|
|
-64.86% |
| YTD |
|
|
-65.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.098 |
| 1M High / 1M Low: |
0.370 |
0.084 |
| 6M High / 6M Low: |
1.000 |
0.084 |
| High (YTD): |
2024-04-23 |
1.000 |
| Low (YTD): |
2024-05-23 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.441 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
647.18% |
| Volatility 6M: |
|
321.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
