Soc. Generale Call 0.81 USDCHF 20.09.2024
/ DE000SU6SB22
Soc. Generale Call 0.81 USDCHF 20.../ DE000SU6SB22 /
| 2024-07-09 9:50:16 PM |
Chg.+0.060 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.230EUR |
+0.73% |
8.240
Bid Size: 7,000 |
8.260
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.81 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU6SB2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.81 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.57 |
| Intrinsic value: |
8.97 |
| Implied volatility: |
- |
| Historic volatility: |
0.07 |
| Parity: |
8.97 |
| Time value: |
-0.72 |
| Break-even: |
0.92 |
| Moneyness: |
1.11 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.290 |
| High: |
8.310 |
| Low: |
8.210 |
| Previous Close: |
8.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.16% |
| 1 Month |
|
|
+4.84% |
| 3 Months |
|
|
+3.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.770 |
8.010 |
| 1M High / 1M Low: |
8.770 |
6.850 |
| 6M High / 6M Low: |
9.620 |
3.640 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.911 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.083 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.12% |
| Volatility 6M: |
|
75.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
