Soc. Generale Call 0.9 USDCHF 20.12.2024
/ DE000SU6SC62
Soc. Generale Call 0.9 USDCHF 20..../ DE000SU6SC62 /
| 8/6/2024 1:21:47 PM |
Chg.-0.050 |
Bid2:01:14 PM |
Ask2:01:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-18.52% |
0.210
Bid Size: 30,000 |
0.240
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.90 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SU6SC6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/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: |
285.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.07 |
| Parity: |
-5.11 |
| Time value: |
0.32 |
| Break-even: |
0.97 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
0.16 |
| Theta: |
0.00 |
| Omega: |
46.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.210 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.07% |
| 1 Month |
|
|
-77.08% |
| 3 Months |
|
|
-85.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.260 |
| 1M High / 1M Low: |
1.020 |
0.260 |
| 6M High / 6M Low: |
2.050 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.17% |
| Volatility 6M: |
|
167.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
