Soc. Generale Put 80 ON 21.06.2024
/ DE000SU26H31
Soc. Generale Put 80 ON 21.06.202.../ DE000SU26H31 /
| 2024-05-31 9:44:56 PM |
Chg.-0.070 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-8.64% |
0.700
Bid Size: 8,000 |
0.710
Ask Size: 8,000 |
ON Semiconductor |
80.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SU26H3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.40 |
| Parity: |
0.64 |
| Time value: |
0.06 |
| Break-even: |
66.74 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
-0.80 |
| Theta: |
-0.04 |
| Omega: |
-7.67 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.770 |
| High: |
0.860 |
| Low: |
0.740 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.90% |
| 1 Month |
|
|
-26.00% |
| 3 Months |
|
|
+12.12% |
| YTD |
|
|
+7.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.660 |
| 1M High / 1M Low: |
1.030 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-22 |
1.870 |
| Low (YTD): |
2024-05-22 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
