Soc. Generale Call 86 ON 17.01.20.../  DE000SJ7J931  /

EUWAX
2024-12-20  8:33:43 AM Chg.-0.007 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.006EUR -53.85% -
Bid Size: -
-
Ask Size: -
ON Semiconductor 86.00 USD 2025-01-17 Call
 

Master data

WKN: SJ7J93
Issuer: Société Générale
Currency: EUR
Underlying: ON Semiconductor
Type: Warrant
Option type: Call
Strike price: 86.00 USD
Maturity: 2025-01-17
Issue date: 2024-12-19
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 314.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.43
Parity: -1.97
Time value: 0.02
Break-even: 82.66
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 40.01
Spread abs.: 0.01
Spread %: 122.22%
Delta: 0.05
Theta: -0.02
Omega: 16.02
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

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Avg. price 1W:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -