Soc. Generale Put 80 ON 21.06.2024
/ DE000SU26H31
Soc. Generale Put 80 ON 21.06.202.../ DE000SU26H31 /
| 6/7/2024 8:08:11 AM |
Chg.+0.130 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+23.21% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
80.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
SU26H3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
6/20/2024 |
| 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: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
-25.81% |
| 3 Months |
|
|
+13.11% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.560 |
| 1M High / 1M Low: |
0.930 |
0.450 |
| 6M High / 6M Low: |
1.760 |
0.450 |
| High (YTD): |
4/23/2024 |
1.760 |
| Low (YTD): |
5/23/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.729 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.917 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.61% |
| Volatility 6M: |
|
215.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
