Soc. Generale Call 68 ON 21.06.2024
/ DE000SU6V5G9
Soc. Generale Call 68 ON 21.06.20.../ DE000SU6V5G9 /
| 31/05/2024 21:44:49 |
Chg.+0.050 |
Bid21:59:28 |
Ask21:59:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+9.80% |
0.590
Bid Size: 9,000 |
0.600
Ask Size: 9,000 |
ON Semiconductor |
68.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SU6V5G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.40 |
| Parity: |
0.46 |
| Time value: |
0.15 |
| Break-even: |
68.78 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
8.24 |
| Rho: |
0.02 |
Quote data
| Open: |
0.490 |
| High: |
0.560 |
| Low: |
0.450 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.82% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
-63.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.500 |
| 1M High / 1M Low: |
0.840 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
