Soc. Generale Call 76 ON 20.09.2024
/ DE000SW8KTC9
Soc. Generale Call 76 ON 20.09.20.../ DE000SW8KTC9 /
| 9/6/2024 4:08:53 PM |
Chg.-0.009 |
Bid4:18:15 PM |
Ask4:18:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-9.09% |
0.084
Bid Size: 175,000 |
0.094
Ask Size: 175,000 |
ON Semiconductor |
76.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW8KTC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.45 |
| Parity: |
-0.52 |
| Time value: |
0.11 |
| Break-even: |
69.50 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
10.79 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.27 |
| Theta: |
-0.09 |
| Omega: |
15.30 |
| Rho: |
0.01 |
Quote data
| Open: |
0.077 |
| High: |
0.090 |
| Low: |
0.068 |
| Previous Close: |
0.099 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.50% |
| 1 Month |
|
|
-62.50% |
| 3 Months |
|
|
-85.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.099 |
| 1M High / 1M Low: |
0.400 |
0.099 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
564.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
