Soc. Generale Call 0.865 USDCHF 20.09.2024
/ DE000SU7PHF0
Soc. Generale Call 0.865 USDCHF 2.../ DE000SU7PHF0 /
| 7/9/2024 11:07:12 AM |
Chg.+0.11 |
Bid11:53:06 AM |
Ask11:53:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.89EUR |
+3.96% |
2.84
Bid Size: 30,000 |
2.85
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.865 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SU7PHF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.87 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
32.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.05 |
| Intrinsic value: |
3.31 |
| Implied volatility: |
- |
| Historic volatility: |
0.07 |
| Parity: |
3.31 |
| Time value: |
-0.48 |
| Break-even: |
0.92 |
| Moneyness: |
1.04 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.89 |
| High: |
2.90 |
| Low: |
2.89 |
| Previous Close: |
2.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.25% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-9.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.41 |
2.73 |
| 1M High / 1M Low: |
3.41 |
1.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
