Soc. Generale Call 0.91 USDCHF 20.../  DE000SU6SC70  /

EUWAX
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:   -