Soc. Generale Call 0.9 USDCHF 20..../  DE000SU6SC62  /

EUWAX
7/10/2024  9:06:30 PM Chg.+0.07 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.02EUR +7.37% -
Bid Size: -
-
Ask Size: -
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: 96.27
Leverage: Yes

Calculated values

Fair value: 2.34
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.07
Parity: -0.28
Time value: 0.96
Break-even: 0.94
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 1.05%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.94
High: 1.02
Low: 0.94
Previous Close: 0.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.73%
1 Month
  -4.67%
3 Months
  -45.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.13 0.93
1M High / 1M Low: 1.23 0.68
6M High / 6M Low: 2.05 0.58
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   0.98
Avg. volume 1M:   0.00
Avg. price 6M:   1.20
Avg. volume 6M:   39.37
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.95%
Volatility 6M:   143.74%
Volatility 1Y:   -
Volatility 3Y:   -