Soc. Generale Call 80 ON 17.01.20.../  DE000SU5D8R3  /

EUWAX
2024-12-20  9:00:52 AM Chg.-0.014 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.029EUR -32.56% -
Bid Size: -
-
Ask Size: -
ON Semiconductor 80.00 USD 2025-01-17 Call
 

Master data

WKN: SU5D8R
Issuer: Société Générale
Currency: EUR
Underlying: ON Semiconductor
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 157.02
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.43
Parity: -1.39
Time value: 0.04
Break-even: 77.11
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 15.02
Spread abs.: 0.01
Spread %: 33.33%
Delta: 0.10
Theta: -0.03
Omega: 15.47
Rho: 0.00
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.043
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.12%
1 Month
  -77.69%
3 Months
  -94.08%
YTD
  -98.47%
1 Year
  -98.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.029
1M High / 1M Low: 0.230 0.029
6M High / 6M Low: 0.950 0.029
High (YTD): 2024-03-08 1.650
Low (YTD): 2024-12-20 0.029
52W High: 2023-12-28 1.910
52W Low: 2024-12-20 0.029
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.445
Avg. volume 6M:   0.000
Avg. price 1Y:   0.751
Avg. volume 1Y:   0.000
Volatility 1M:   507.04%
Volatility 6M:   322.31%
Volatility 1Y:   250.73%
Volatility 3Y:   -