Soc. Generale Put 70 ON 21.06.2024
/ DE000SU2L8K1
Soc. Generale Put 70 ON 21.06.202.../ DE000SU2L8K1 /
| 6/7/2024 9:45:48 PM |
Chg.0.000 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
0.140
Bid Size: 10,000 |
0.150
Ask Size: 10,000 |
ON Semiconductor |
70.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
SU2L8K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/22/2023 |
| Last trading day: |
6/20/2024 |
| 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: |
0.170 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
-58.06% |
| 3 Months |
|
|
-56.67% |
| YTD |
|
|
-65.79% |
| 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): |
4/19/2024 |
1.080 |
| Low (YTD): |
6/5/2024 |
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: |
|
- |
