Soc. Generale Call 76 ON 21.06.2024
/ DE000SU6JK63
Soc. Generale Call 76 ON 21.06.20.../ DE000SU6JK63 /
| 2024-06-14 8:24:02 AM |
Chg.-0.020 |
Bid4:06:03 PM |
Ask4:06:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-13.33% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
76.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU6JK6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.41 |
| Parity: |
-0.09 |
| Time value: |
0.18 |
| Break-even: |
72.58 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
6.19 |
| Spread abs.: |
0.04 |
| Spread %: |
28.57% |
| Delta: |
0.45 |
| Theta: |
-0.16 |
| Omega: |
17.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-38.10% |
| 3 Months |
|
|
-86.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.093 |
| 1M High / 1M Low: |
0.390 |
0.093 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
568.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
