Soc. Generale Call 64 ON 20.09.2024
/ DE000SW8KS74
Soc. Generale Call 64 ON 20.09.20.../ DE000SW8KS74 /
| 9/6/2024 6:16:38 PM |
Chg.-0.190 |
Bid6:19:21 PM |
Ask6:19:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-28.79% |
0.470
Bid Size: 150,000 |
0.480
Ask Size: 150,000 |
ON Semiconductor |
64.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW8KS7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.45 |
| Parity: |
0.56 |
| Time value: |
0.11 |
| Break-even: |
64.30 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.79 |
| Theta: |
-0.09 |
| Omega: |
7.47 |
| Rho: |
0.02 |
Quote data
| Open: |
0.580 |
| High: |
0.700 |
| Low: |
0.470 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.70% |
| 1 Month |
|
|
-38.96% |
| 3 Months |
|
|
-60.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.660 |
| 1M High / 1M Low: |
1.260 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
