Soc. Generale Call 74 ON 17.01.20.../  DE000SJ7J9Y2  /

Frankfurt Zert./SG
2024-12-20  9:39:51 PM Chg.-0.020 Bid9:59:41 PM Ask9:59:41 PM Underlying Strike price Expiration date Option type
0.090EUR -18.18% 0.090
Bid Size: 10,000
0.100
Ask Size: 10,000
ON Semiconductor 74.00 USD 2025-01-17 Call
 

Master data

WKN: SJ7J9Y
Issuer: Société Générale
Currency: EUR
Underlying: ON Semiconductor
Type: Warrant
Option type: Call
Strike price: 74.00 USD
Maturity: 2025-01-17
Issue date: 2024-12-19
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.75
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.43
Parity: -0.82
Time value: 0.10
Break-even: 71.93
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 5.25
Spread abs.: 0.01
Spread %: 11.49%
Delta: 0.21
Theta: -0.05
Omega: 13.67
Rho: 0.01
 

Quote data

Open: 0.088
High: 0.120
Low: 0.078
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

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