Soc. Generale Call 0.95 USDCHF 20.../  DE000SU6SCG5  /

EUWAX
2024-06-28  9:04:51 PM Chg.-0.003 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.069EUR -4.17% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.95 CHF 2024-09-20 Call
 

Master data

WKN: SU6SCG
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 CHF
Maturity: 2024-09-20
Issue date: 2024-01-09
Last trading day: 2024-09-19
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 848.57
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.07
Parity: -5.34
Time value: 0.11
Break-even: 0.99
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 57.14%
Delta: 0.08
Theta: 0.00
Omega: 67.44
Rho: 0.00
 

Quote data

Open: 0.072
High: 0.074
Low: 0.069
Previous Close: 0.072
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.15%
1 Month
  -61.67%
3 Months
  -72.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.053
1M High / 1M Low: 0.180 0.053
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -