Soc. Generale Call 0.93 USDCHF 20.../  DE000SU6SC96  /

Frankfurt Zert./SG
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:   -