Soc. Generale Call 0.9 EURCHF 20..../  DE000SU6R9R4  /

Frankfurt Zert./SG
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:   -