Soc. Generale Put 90 ON 21.06.2024
/ DE000SU6FZL3
Soc. Generale Put 90 ON 21.06.202.../ DE000SU6FZL3 /
07/06/2024 21:43:56 |
Chg.+0.060 |
Bid21:59:08 |
Ask21:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
1.620EUR |
+3.85% |
1.630 Bid Size: 6,000 |
1.640 Ask Size: 6,000 |
ON Semiconductor |
90.00 USD |
21/06/2024 |
Put |
Master data
WKN: |
SU6FZL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.64 |
Intrinsic value: |
1.64 |
Implied volatility: |
0.72 |
Historic volatility: |
0.41 |
Parity: |
1.64 |
Time value: |
0.01 |
Break-even: |
66.82 |
Moneyness: |
1.24 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.61% |
Delta: |
-0.94 |
Theta: |
-0.03 |
Omega: |
-3.81 |
Rho: |
-0.03 |
Quote data
Open: |
1.510 |
High: |
1.730 |
Low: |
1.510 |
Previous Close: |
1.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-10.99% |
3 Months |
|
|
+20.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.740 |
1.460 |
1M High / 1M Low: |
1.840 |
1.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.592 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.597 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |