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: |
|
- |
