Soc. Generale Call 72 ON 19.07.2024
/ DE000SW9UF27
Soc. Generale Call 72 ON 19.07.20.../ DE000SW9UF27 /
| 16/07/2024 08:47:34 |
Chg.-0.050 |
Bid08:59:30 |
Ask08:59:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-11.11% |
0.400
Bid Size: 7,500 |
0.480
Ask Size: 7,500 |
ON Semiconductor |
72.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
SW9UF2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.41 |
| Parity: |
0.45 |
| Time value: |
0.04 |
| Break-even: |
71.04 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.84 |
| Theta: |
-0.15 |
| Omega: |
12.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
-24.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.270 |
| 1M High / 1M Low: |
0.450 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
548.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
