Soc. Generale Put 80 ON 21.06.2024
/ DE000SU26H31
Soc. Generale Put 80 ON 21.06.202.../ DE000SU26H31 /
2024-05-17 8:08:22 AM |
Chg.+0.110 |
Bid9:52:19 PM |
Ask9:52:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+18.64% |
0.710 Bid Size: 125,000 |
0.720 Ask Size: 125,000 |
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: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.63% |
1 Month |
|
|
-53.95% |
3 Months |
|
|
+4.48% |
YTD |
|
|
+1.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.590 |
1M High / 1M Low: |
1.760 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-23 |
1.760 |
Low (YTD): |
2024-03-13 |
0.580 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.758 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |