Soc. Generale Call 0.9 EURCHF 20.12.2024
/ DE000SU6R9R4
Soc. Generale Call 0.9 EURCHF 20..../ DE000SU6R9R4 /
| 7/25/2024 3:28:47 PM |
Chg.-0.300 |
Bid4:05:24 PM |
Ask4:05:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.220EUR |
-5.43% |
5.130
Bid Size: 50,000 |
5.140
Ask Size: 50,000 |
CROSSRATE EUR/CHF |
0.90 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
18.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.57 |
| Intrinsic value: |
6.20 |
| Implied volatility: |
- |
| Historic volatility: |
0.05 |
| Parity: |
6.20 |
| Time value: |
-0.73 |
| Break-even: |
0.99 |
| Moneyness: |
1.07 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.240 |
| High: |
5.240 |
| Low: |
4.950 |
| Previous Close: |
5.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.58% |
| 1 Month |
|
|
-3.87% |
| 3 Months |
|
|
-23.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.200 |
5.520 |
| 1M High / 1M Low: |
6.810 |
5.430 |
| 6M High / 6M Low: |
8.020 |
3.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.858 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.11% |
| Volatility 6M: |
|
64.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
