Soc. Generale Call 70 ON 16.08.2024
/ DE000SY18LN9
Soc. Generale Call 70 ON 16.08.20.../ DE000SY18LN9 /
| 2024-07-31 8:26:16 AM |
Chg.-0.130 |
Bid1:57:38 PM |
Ask1:57:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-16.25% |
0.640
Bid Size: 5,000 |
0.690
Ask Size: 5,000 |
ON Semiconductor |
70.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
SY18LN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-25 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.43 |
| Parity: |
0.37 |
| Time value: |
0.12 |
| Break-even: |
69.62 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
10.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.64% |
| 1 Month |
|
|
+67.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.310 |
| 1M High / 1M Low: |
0.880 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
431.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
