Soc. Generale Call 0.885 USDCHF 20.12.2024
/ DE000SW92VL1
Soc. Generale Call 0.885 USDCHF 2.../ DE000SW92VL1 /
| 2024-11-15 9:08:39 PM |
Chg.-0.15 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-13.04% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.885 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SW92VL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.89 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
90.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.07 |
| Parity: |
0.33 |
| Time value: |
0.72 |
| Break-even: |
0.96 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
57.38 |
| Rho: |
0.00 |
Quote data
| Open: |
1.01 |
| High: |
1.06 |
| Low: |
0.96 |
| Previous Close: |
1.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+96.08% |
| 1 Month |
|
|
+143.90% |
| 3 Months |
|
|
+53.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
0.71 |
| 1M High / 1M Low: |
1.15 |
0.31 |
| 6M High / 6M Low: |
2.51 |
0.13 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
369.70% |
| Volatility 6M: |
|
268.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
