Soc. Generale Put 0.74 USDCHF 21.03.2025
/ DE000SY0T2X3
Soc. Generale Put 0.74 USDCHF 21..../ DE000SY0T2X3 /
16/08/2024 11:45:17 |
Chg.-0.040 |
Bid21:59:01 |
Ask21:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-16.00% |
0.210 Bid Size: 10,000 |
0.250 Ask Size: 10,000 |
CROSSRATE USD/CHF |
0.74 CHF |
21/03/2025 |
Put |
Master data
WKN: |
SY0T2X |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.74 CHF |
Maturity: |
21/03/2025 |
Issue date: |
24/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-364.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.07 |
Parity: |
-13.85 |
Time value: |
0.25 |
Break-even: |
0.77 |
Moneyness: |
0.85 |
Premium: |
0.15 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.04 |
Spread %: |
19.05% |
Delta: |
-0.05 |
Theta: |
0.00 |
Omega: |
-19.05 |
Rho: |
0.00 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
+200.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.200 |
1M High / 1M Low: |
0.370 |
0.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.165 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
424.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |