Soc. Generale Call 0.81 USDCHF 20.12.2024
/ DE000SU6SCZ5
Soc. Generale Call 0.81 USDCHF 20.../ DE000SU6SCZ5 /
9/10/2024 9:03:15 PM |
Chg.-0.13 |
Bid9:23:52 PM |
Ask9:23:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.54EUR |
-3.54% |
3.52 Bid Size: 15,000 |
3.53 Ask Size: 15,000 |
CROSSRATE USD/CHF |
0.81 CHF |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/9/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
24.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.14 |
Intrinsic value: |
4.20 |
Implied volatility: |
- |
Historic volatility: |
0.07 |
Parity: |
4.20 |
Time value: |
-0.45 |
Break-even: |
0.90 |
Moneyness: |
1.05 |
Premium: |
0.00 |
Premium p.a.: |
-0.02 |
Spread abs.: |
0.01 |
Spread %: |
0.27% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.68 |
High: |
3.69 |
Low: |
3.49 |
Previous Close: |
3.67 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.57% |
1 Month |
|
|
-28.77% |
3 Months |
|
|
-50.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.83 |
3.33 |
1M High / 1M Low: |
5.56 |
3.12 |
6M High / 6M Low: |
8.80 |
3.12 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.57 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.61 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.55% |
Volatility 6M: |
|
88.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |