Soc. Generale Call 70 ON 20.09.2024
/ DE000SU2MCF9
Soc. Generale Call 70 ON 20.09.20.../ DE000SU2MCF9 /
9/6/2024 9:50:17 PM |
Chg.-0.090 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-31.03% |
0.190 Bid Size: 10,000 |
0.200 Ask Size: 10,000 |
ON Semiconductor |
70.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SU2MCF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
11/22/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.58 |
Historic volatility: |
0.45 |
Parity: |
0.02 |
Time value: |
0.28 |
Break-even: |
66.00 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
2.06 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
0.54 |
Theta: |
-0.10 |
Omega: |
11.38 |
Rho: |
0.01 |
Quote data
Open: |
0.230 |
High: |
0.300 |
Low: |
0.180 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-74.03% |
1 Month |
|
|
-57.45% |
3 Months |
|
|
-76.74% |
YTD |
|
|
-90.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.290 |
1M High / 1M Low: |
0.770 |
0.290 |
6M High / 6M Low: |
1.890 |
0.290 |
High (YTD): |
3/7/2024 |
1.890 |
Low (YTD): |
9/5/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.559 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.829 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
439.15% |
Volatility 6M: |
|
295.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |