Soc. Generale Call 0.91 USDCHF 20.12.2024
/ DE000SU6SC70
Soc. Generale Call 0.91 USDCHF 20.../ DE000SU6SC70 /
| 15/08/2024 10:05:52 |
Chg.-0.060 |
Bid08:10:30 |
Ask08:10:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-22.22% |
0.250
Bid Size: 30,000 |
0.280
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.91 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU6SC7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.91 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
378.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.07 |
| Parity: |
-4.71 |
| Time value: |
0.24 |
| Break-even: |
0.96 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
14.29% |
| Delta: |
0.15 |
| Theta: |
0.00 |
| Omega: |
55.51 |
| Rho: |
0.00 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-62.50% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.560 |
0.130 |
| 6M High / 6M Low: |
1.620 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.861 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.34% |
| Volatility 6M: |
|
204.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
