Soc. Generale Put 80 ON 21.06.2024
/ DE000SU26H31
Soc. Generale Put 80 ON 21.06.202.../ DE000SU26H31 /
| 2024-05-17 9:42:58 PM |
Chg.0.000 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
0.00% |
0.710
Bid Size: 9,000 |
0.720
Ask Size: 9,000 |
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: |
-8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.40 |
| Parity: |
0.64 |
| Time value: |
0.11 |
| Break-even: |
66.11 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
-0.73 |
| Theta: |
-0.03 |
| Omega: |
-6.55 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.700 |
| High: |
0.720 |
| Low: |
0.670 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.08% |
| 1 Month |
|
|
-54.84% |
| 3 Months |
|
|
-9.09% |
| YTD |
|
|
+1.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.610 |
| 1M High / 1M Low: |
1.870 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-22 |
1.870 |
| Low (YTD): |
2024-05-15 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
