Soc. Generale Call 0.93 USDCHF 20.12.2024
/ DE000SU6SC96
Soc. Generale Call 0.93 USDCHF 20.../ DE000SU6SC96 /
2024-11-15 9:50:42 PM |
Chg.-0.009 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.073EUR |
-10.98% |
0.074 Bid Size: 10,000 |
0.110 Ask Size: 10,000 |
CROSSRATE USD/CHF |
0.93 CHF |
2024-12-20 |
Call |
Master data
WKN: |
SU6SC9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.93 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: |
862.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.10 |
Historic volatility: |
0.07 |
Parity: |
-4.48 |
Time value: |
0.11 |
Break-even: |
0.99 |
Moneyness: |
0.95 |
Premium: |
0.05 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.04 |
Spread %: |
50.68% |
Delta: |
0.08 |
Theta: |
0.00 |
Omega: |
71.72 |
Rho: |
0.00 |
Quote data
Open: |
0.072 |
High: |
0.079 |
Low: |
0.068 |
Previous Close: |
0.082 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+102.78% |
1 Month |
|
|
+62.22% |
3 Months |
|
|
-43.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.082 |
0.050 |
1M High / 1M Low: |
0.082 |
0.034 |
6M High / 6M Low: |
0.780 |
0.032 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.206 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
263.15% |
Volatility 6M: |
|
221.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |