Soc. Generale Call 74 ON 21.03.20.../  DE000SJ0S1G2  /

Frankfurt Zert./SG
2024-12-20  9:48:37 PM Chg.-0.010 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.370
Bid Size: 15,000
0.380
Ask Size: 15,000
ON Semiconductor 74.00 USD 2025-03-21 Call
 

Master data

WKN: SJ0S1G
Issuer: Société Générale
Currency: EUR
Underlying: ON Semiconductor
Type: Warrant
Option type: Call
Strike price: 74.00 USD
Maturity: 2025-03-21
Issue date: 2024-10-04
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.97
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.43
Parity: -0.82
Time value: 0.37
Break-even: 74.66
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 1.02
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.38
Theta: -0.04
Omega: 6.39
Rho: 0.05
 

Quote data

Open: 0.350
High: 0.420
Low: 0.330
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.95%
1 Month
  -37.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.370
1M High / 1M Low: 0.810 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.505
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -