Soc. Generale Put 70 ON 21.06.2024
/ DE000SU2L8K1
Soc. Generale Put 70 ON 21.06.202.../ DE000SU2L8K1 /
| 2024-05-17 8:37:45 AM |
Chg.+0.040 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+28.57% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-77.22% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
-52.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.140 |
| 1M High / 1M Low: |
1.000 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-23 |
1.000 |
| Low (YTD): |
2024-05-16 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
