Soc. Generale Call 74 ON 16.08.2024
/ DE000SY18LQ2
Soc. Generale Call 74 ON 16.08.20.../ DE000SY18LQ2 /
| 2024-07-31 3:36:43 PM |
Chg.+0.040 |
Bid4:16:21 PM |
Ask4:16:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+12.12% |
0.430
Bid Size: 150,000 |
0.440
Ask Size: 150,000 |
ON Semiconductor |
74.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
SY18LQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 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: |
24.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.43 |
| Parity: |
0.00 |
| Time value: |
0.28 |
| Break-even: |
71.22 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.52 |
| Theta: |
-0.09 |
| Omega: |
12.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.370 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.33% |
| 1 Month |
|
|
+32.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.200 |
| 1M High / 1M Low: |
0.690 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.468 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
685.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
