Soc. Generale Call 0.9 USDCHF 21.03.2025
/ DE000SY0T2M6
Soc. Generale Call 0.9 USDCHF 21..../ DE000SY0T2M6 /
| 2024-11-15 9:13:14 PM |
Chg.-0.070 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.90 CHF |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-05-24 |
| Last trading day: |
2025-03-20 |
| 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: |
0.830 |
| High: |
0.870 |
| Low: |
0.810 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.00% |
| 1 Month |
|
|
+104.88% |
| 3 Months |
|
|
+58.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.640 |
| 1M High / 1M Low: |
0.910 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
