Soc. Generale Call 80 ON 16.08.2024
/ DE000SY18LT6
Soc. Generale Call 80 ON 16.08.20.../ DE000SY18LT6 /
| 7/31/2024 3:17:38 PM |
Chg.+0.030 |
Bid4:19:34 PM |
Ask4:19:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+25.00% |
0.160
Bid Size: 175,000 |
0.170
Ask Size: 175,000 |
ON Semiconductor |
80.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
SY18LT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/25/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
69.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.43 |
| Parity: |
-0.56 |
| Time value: |
0.10 |
| Break-even: |
74.95 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
7.07 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
0.25 |
| Theta: |
-0.07 |
| Omega: |
17.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.084 |
| 1M High / 1M Low: |
0.410 |
0.084 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.155 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
743.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
