Soc. Generale Put 70 ON 21.06.2024
/ DE000SU2L8K1
Soc. Generale Put 70 ON 21.06.202.../ DE000SU2L8K1 /
| 2024-05-17 9:39:51 PM |
Chg.-0.010 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
0.180
Bid Size: 15,000 |
0.190
Ask Size: 15,000 |
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: |
-31.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.40 |
| Parity: |
-0.28 |
| Time value: |
0.21 |
| Break-even: |
62.31 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.34 |
| Theta: |
-0.04 |
| Omega: |
-10.82 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.180 |
| High: |
0.190 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.16% |
| 1 Month |
|
|
-79.27% |
| 3 Months |
|
|
-56.41% |
| YTD |
|
|
-55.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.150 |
| 1M High / 1M Low: |
1.080 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
1.080 |
| Low (YTD): |
2024-05-15 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
