Soc. Generale Call 0.9 EURCHF 20.12.2024
/ DE000SU6R9R4
Soc. Generale Call 0.9 EURCHF 20..../ DE000SU6R9R4 /
| 2024-07-04 9:37:34 PM |
Chg.+0.080 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.540EUR |
+1.24% |
6.550
Bid Size: 10,000 |
6.560
Ask Size: 10,000 |
CROSSRATE EUR/CHF |
0.90 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU6R9R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.90 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.02 |
| Intrinsic value: |
7.46 |
| Implied volatility: |
- |
| Historic volatility: |
0.05 |
| Parity: |
7.46 |
| Time value: |
-0.97 |
| Break-even: |
0.99 |
| Moneyness: |
1.08 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.760 |
| High: |
6.760 |
| Low: |
6.430 |
| Previous Close: |
6.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.34% |
| 1 Month |
|
|
+7.74% |
| 3 Months |
|
|
-0.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.460 |
5.720 |
| 1M High / 1M Low: |
6.460 |
4.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
