Soc. Generale Call 0.9 USDCHF 21.03.2025
/ DE000SY0T2M6
Soc. Generale Call 0.9 USDCHF 21..../ DE000SY0T2M6 /
| 15/11/2024 21:46:48 |
Chg.-0.070 |
Bid21:59:02 |
Ask21:59:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-7.61% |
0.850
Bid Size: 7,000 |
0.860
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.90 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
SY0T2M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.90 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
24/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
110.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.07 |
| Parity: |
-1.28 |
| Time value: |
0.86 |
| Break-even: |
0.97 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
51.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.840 |
| High: |
0.880 |
| Low: |
0.800 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.47% |
| 1 Month |
|
|
+112.50% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.640 |
| 1M High / 1M Low: |
0.920 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
