Soc. Generale Call 74 ON 21.06.2024
/ DE000SU6V1Q7
Soc. Generale Call 74 ON 21.06.20.../ DE000SU6V1Q7 /
| 6/13/2024 9:41:39 PM |
Chg.-0.060 |
Bid9:59:39 PM |
Ask6/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-20.00% |
0.240
Bid Size: 10,000 |
-
Ask Size: - |
ON Semiconductor |
74.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SU6V1Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.41 |
| Parity: |
0.21 |
| Time value: |
0.15 |
| Break-even: |
72.04 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
1.69 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.65 |
| Theta: |
-0.15 |
| Omega: |
12.79 |
| Rho: |
0.01 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.180 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-78.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.170 |
| 1M High / 1M Low: |
0.450 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
472.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
