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Soc. Generale Put 70 ON 21.06.202.../  DE000SU2L8K1  /

Frankfurt Zert./SG
2024-06-07  5:57:50 PM Chg.+0.030 Bid6:15:02 PM Ask6:15:02 PM Underlying Strike price Expiration date Option type
0.160EUR +23.08% 0.150
Bid Size: 175,000		 0.160
Ask Size: 175,000		 ON Semiconductor 70.00 USD 2024-06-21 Put
 

Master data

WKN: SU2L8K
Issuer: Société Générale
Currency: EUR
Underlying: ON Semiconductor
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.57
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.40
Parity: -0.22
Time value: 0.16
Break-even: 62.67
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 3.33
Spread abs.: 0.01
Spread %: 6.67%
Delta: -0.34
Theta: -0.08
Omega: -14.20
Rho: -0.01
 

Quote data

Open: 0.130
High: 0.160
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -48.39%
3 Months
  -46.67%
YTD
  -57.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.110
1M High / 1M Low: 0.330 0.110
6M High / 6M Low: 1.080 0.110
High (YTD): 2024-04-19 1.080
Low (YTD): 2024-06-05 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.450
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   524.90%
Volatility 6M:   278.37%
Volatility 1Y:   -
Volatility 3Y:   -