Soc. Generale Call 0.81 USDCHF 20.../  DE000SU6SCZ5  /

EUWAX
15/11/2024  21:03:23 Chg.-0.22 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
7.92EUR -2.70% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.81 CHF 20/12/2024 Call
 

Master data

WKN: SU6SCZ
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.81 CHF
Maturity: 20/12/2024
Issue date: 09/01/2024
Last trading day: 19/12/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 11.89
Leverage: Yes

Calculated values

Fair value: 8.59
Intrinsic value: 8.34
Implied volatility: -
Historic volatility: 0.07
Parity: 8.34
Time value: -0.36
Break-even: 0.95
Moneyness: 1.10
Premium: 0.00
Premium p.a.: -0.04
Spread abs.: 0.02
Spread %: 0.25%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 7.97
High: 8.06
Low: 7.82
Previous Close: 8.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+44.53%
3 Months  
+54.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.14 7.10
1M High / 1M Low: 8.14 5.22
6M High / 6M Low: 8.54 3.01
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.63
Avg. volume 1W:   0.00
Avg. price 1M:   6.09
Avg. volume 1M:   0.00
Avg. price 6M:   5.70
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.36%
Volatility 6M:   109.07%
Volatility 1Y:   -
Volatility 3Y:   -