Soc. Generale Put 0.76 USDCHF 20..../  DE000SU6SCJ9  /

EUWAX
8/16/2024  9:03:23 PM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.029EUR 0.00% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.76 CHF 9/20/2024 Put
 

Master data

WKN: SU6SCJ
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.76 CHF
Maturity: 9/20/2024
Issue date: 1/9/2024
Last trading day: 9/19/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -1,153.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.07
Parity: -11.76
Time value: 0.08
Break-even: 0.79
Moneyness: 0.87
Premium: 0.13
Premium p.a.: 2.57
Spread abs.: 0.05
Spread %: 172.41%
Delta: -0.03
Theta: 0.00
Omega: -33.22
Rho: 0.00
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.029
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.14%
1 Month  
+11.54%
3 Months  
+7.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.029
1M High / 1M Low: 0.052 0.026
6M High / 6M Low: 0.120 0.026
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.039
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.40%
Volatility 6M:   129.27%
Volatility 1Y:   -
Volatility 3Y:   -