Soc. Generale Call 75 ON 21.03.2025
/ DE000SY2RUK6
Soc. Generale Call 75 ON 21.03.20.../ DE000SY2RUK6 /
| 12/23/2024 9:27:12 AM |
Chg.+0.030 |
Bid11:03:52 AM |
Ask11:03:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
0.330
Bid Size: 10,000 |
0.360
Ask Size: 10,000 |
ON Semiconductor |
75.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SY2RUK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/5/2024 |
| Last trading day: |
3/20/2025 |
| 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: |
75.38 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.36 |
| Theta: |
-0.04 |
| Omega: |
6.44 |
| Rho: |
0.05 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-51.43% |
| 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: |
|
- |
