Soc. Generale Call 1.02 EURCHF 20.../  DE000SU6R931  /

Frankfurt Zert./SG
06/11/2024  21:40:34 Chg.0.000 Bid21:59:02 Ask21:59:02 Underlying Strike price Expiration date Option type
0.006EUR 0.00% 0.006
Bid Size: 10,000
0.056
Ask Size: 10,000
CROSSRATE EUR/CHF 1.02 CHF 20/12/2024 Call
 

Master data

WKN: SU6R93
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.02 CHF
Maturity: 20/12/2024
Issue date: 09/01/2024
Last trading day: 19/12/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,785.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.06
Parity: -8.12
Time value: 0.06
Break-even: 1.08
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 0.92
Spread abs.: 0.05
Spread %: 833.33%
Delta: 0.04
Theta: 0.00
Omega: 63.00
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.006
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -64.71%
3 Months
  -88.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.006
1M High / 1M Low: 0.015 0.006
6M High / 6M Low: 0.460 0.006
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.88%
Volatility 6M:   187.07%
Volatility 1Y:   -
Volatility 3Y:   -