Soc. Generale Call 0.925 USDCHF 21.03.2025
/ DE000SW92VV0
Soc. Generale Call 0.925 USDCHF 2.../ DE000SW92VV0 /
10/18/2024 9:08:09 PM |
Chg.+0.003 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.174EUR |
+1.75% |
- Bid Size: - |
- Ask Size: - |
CROSSRATE USD/CHF |
0.925 CHF |
3/21/2025 |
Call |
Master data
WKN: |
SW92VV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.93 CHF |
Maturity: |
3/21/2025 |
Issue date: |
5/8/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
432.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
0.07 |
Parity: |
-6.40 |
Time value: |
0.21 |
Break-even: |
0.99 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.04 |
Spread %: |
23.12% |
Delta: |
0.11 |
Theta: |
0.00 |
Omega: |
48.35 |
Rho: |
0.00 |
Quote data
Open: |
0.177 |
High: |
0.181 |
Low: |
0.173 |
Previous Close: |
0.171 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.32% |
1 Month |
|
|
+75.76% |
3 Months |
|
|
-62.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.174 |
0.141 |
1M High / 1M Low: |
0.174 |
0.076 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.159 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.121 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |