Soc. Generale Call 0.92 USDCHF 21.03.2025
/ DE000SY0T2N4
Soc. Generale Call 0.92 USDCHF 21.../ DE000SY0T2N4 /
| 2024-07-10 3:14:30 PM |
Chg.+0.030 |
Bid4:28:00 PM |
Ask4:28:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+4.48% |
0.700
Bid Size: 4,300 |
0.720
Ask Size: 4,300 |
CROSSRATE USD/CHF |
0.92 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
SY0T2N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.92 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: |
133.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
0.07 |
| Parity: |
-2.34 |
| Time value: |
0.69 |
| Break-even: |
0.95 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
0.51 |
| Theta: |
0.00 |
| Omega: |
68.08 |
| Rho: |
0.00 |
Quote data
| Open: |
0.670 |
| High: |
0.700 |
| Low: |
0.670 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.660 |
| 1M High / 1M Low: |
0.850 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.721 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
