Soc. Generale Call 75 ON 19.07.2024
/ DE000SW8LJL9
Soc. Generale Call 75 ON 19.07.20.../ DE000SW8LJL9 /
| 7/16/2024 8:45:59 AM |
Chg.-0.050 |
Bid10:45:24 AM |
Ask10:45:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-20.00% |
0.180
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
ON Semiconductor |
75.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
SW8LJL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
4/4/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.40 |
| Parity: |
0.13 |
| Time value: |
0.11 |
| Break-even: |
71.22 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
6.16 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.63 |
| Theta: |
-0.27 |
| Omega: |
18.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-47.37% |
| 3 Months |
|
|
-39.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.140 |
| 1M High / 1M Low: |
0.250 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
732.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
