Soc. Generale Call 0.93 EURCHF 20.09.2024
/ DE000SU6R8Z9
Soc. Generale Call 0.93 EURCHF 20.../ DE000SU6R8Z9 /
| 08/08/2024 21:45:18 |
Chg.+0.260 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
+14.86% |
2.010
Bid Size: 10,000 |
2.020
Ask Size: 10,000 |
CROSSRATE EUR/CHF |
0.93 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SU6R8Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.93 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
58.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.05 |
| Parity: |
1.19 |
| Time value: |
0.52 |
| Break-even: |
1.01 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
50.38 |
| Rho: |
0.00 |
Quote data
| Open: |
1.680 |
| High: |
2.060 |
| Low: |
1.450 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.86% |
| 1 Month |
|
|
-47.79% |
| 3 Months |
|
|
-51.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.140 |
| 1M High / 1M Low: |
4.290 |
1.140 |
| 6M High / 6M Low: |
5.580 |
1.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.509 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.04% |
| Volatility 6M: |
|
136.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
