Soc. Generale Put 80 ON 21.06.2024
/ DE000SU26H31
Soc. Generale Put 80 ON 21.06.202.../ DE000SU26H31 /
| 07/06/2024 21:51:28 |
Chg.+0.040 |
Bid21:58:00 |
Ask21:58:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+5.80% |
0.740
Bid Size: 8,000 |
0.750
Ask Size: 8,000 |
ON Semiconductor |
80.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
SU26H3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.41 |
| Parity: |
0.71 |
| Time value: |
0.05 |
| Break-even: |
66.46 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
-0.83 |
| Theta: |
-0.06 |
| Omega: |
-7.31 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.690 |
| High: |
0.790 |
| Low: |
0.680 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.35% |
| 1 Month |
|
|
-23.16% |
| 3 Months |
|
|
-3.95% |
| YTD |
|
|
+5.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.620 |
| 1M High / 1M Low: |
0.960 |
0.530 |
| 6M High / 6M Low: |
1.870 |
0.530 |
| High (YTD): |
22/04/2024 |
1.870 |
| Low (YTD): |
22/05/2024 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.939 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.67% |
| Volatility 6M: |
|
186.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
