Soc. Generale Call 0.91 USDCHF 20.../  DE000SU6SCC4  /

EUWAX
2024-07-09  9:03:28 PM Chg.0.000 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.370EUR 0.00% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.91 CHF 2024-09-20 Call
 

Master data

WKN: SU6SCC
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.91 CHF
Maturity: 2024-09-20
Issue date: 2024-01-09
Last trading day: 2024-09-19
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 225.25
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.07
Parity: -1.32
Time value: 0.41
Break-even: 0.94
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.36
Theta: 0.00
Omega: 80.33
Rho: 0.00
 

Quote data

Open: 0.380
High: 0.380
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.34%
1 Month
  -26.00%
3 Months
  -60.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.370
1M High / 1M Low: 0.610 0.290
6M High / 6M Low: 1.420 0.290
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.446
Avg. volume 1M:   0.000
Avg. price 6M:   0.683
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.86%
Volatility 6M:   202.78%
Volatility 1Y:   -
Volatility 3Y:   -