Soc. Generale Call 75 ON 21.03.2025
/ DE000SY2RUK6
Soc. Generale Call 75 ON 21.03.20.../ DE000SY2RUK6 /
2024-12-20 9:26:30 AM |
Chg.-0.040 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-11.43% |
- Bid Size: - |
- Ask Size: - |
ON Semiconductor |
75.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
SY2RUK |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-07-05 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.43 |
Parity: |
-0.91 |
Time value: |
0.35 |
Break-even: |
75.42 |
Moneyness: |
0.87 |
Premium: |
0.20 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
0.36 |
Theta: |
-0.04 |
Omega: |
6.45 |
Rho: |
0.05 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.42% |
1 Month |
|
|
-39.22% |
3 Months |
|
|
-55.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.310 |
1M High / 1M Low: |
0.700 |
0.310 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.374 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.470 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
224.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |