Soc. Generale Call 80 ON 20.12.2024
/ DE000SU2MCK9
Soc. Generale Call 80 ON 20.12.20.../ DE000SU2MCK9 /
| 11/12/2024 8:37:35 AM |
Chg.-0.020 |
Bid7:58:25 AM |
Ask7:58:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-16.67% |
0.097
Bid Size: 10,000 |
0.120
Ask Size: 10,000 |
ON Semiconductor |
80.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2MCK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/22/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.42 |
| Parity: |
-0.94 |
| Time value: |
0.12 |
| Break-even: |
76.23 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
3.22 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.22 |
| Theta: |
-0.04 |
| Omega: |
12.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-65.52% |
| 3 Months |
|
|
-77.78% |
| YTD |
|
|
-94.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.370 |
0.100 |
| 6M High / 6M Low: |
0.960 |
0.100 |
| High (YTD): |
1/2/2024 |
1.620 |
| Low (YTD): |
11/12/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.524 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
355.20% |
| Volatility 6M: |
|
285.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
