Soc. Generale Call 70 ON 15.11.2024
/ DE000SY96MH5
Soc. Generale Call 70 ON 15.11.20.../ DE000SY96MH5 /
| 12/11/2024 14:42:19 |
Chg.0.000 |
Bid21:58:57 |
Ask12/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
70.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
SY96MH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
23/09/2024 |
| Last trading day: |
12/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.42 |
| Parity: |
0.02 |
| Time value: |
0.17 |
| Break-even: |
67.83 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
97.10 |
| Spread abs.: |
0.06 |
| Spread %: |
46.15% |
| Delta: |
0.53 |
| Theta: |
-0.45 |
| Omega: |
18.58 |
| Rho: |
0.00 |
Quote data
| Open: |
0.130 |
| High: |
0.160 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.16% |
| 1 Month |
|
|
-73.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.140 |
| 1M High / 1M Low: |
0.620 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
369.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
