Soc. Generale Call 0.81 USDCHF 20.12.2024
/ DE000SU6SCZ5
Soc. Generale Call 0.81 USDCHF 20.../ DE000SU6SCZ5 /
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: |
|
- |