Soc. Generale Call 0.91 USDCHF 20.12.2024
/ DE000SU6SC70
Soc. Generale Call 0.91 USDCHF 20.../ DE000SU6SC70 /
2024-11-15 9:03:22 PM |
Chg.-0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
-10.00% |
- Bid Size: - |
- Ask Size: - |
CROSSRATE USD/CHF |
0.91 CHF |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-01-09 |
Last trading day: |
2024-12-19 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
451.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.08 |
Historic volatility: |
0.07 |
Parity: |
-2.35 |
Time value: |
0.21 |
Break-even: |
0.97 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.02 |
Spread %: |
10.53% |
Delta: |
0.18 |
Theta: |
0.00 |
Omega: |
80.82 |
Rho: |
0.00 |
Quote data
Open: |
0.200 |
High: |
0.210 |
Low: |
0.170 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+300.00% |
1 Month |
|
|
+157.14% |
3 Months |
|
|
-10.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.110 |
1M High / 1M Low: |
0.200 |
0.030 |
6M High / 6M Low: |
1.350 |
0.002 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.076 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.354 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
731.53% |
Volatility 6M: |
|
1,162.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |