Soc. Generale Put 0.76 USDCHF 20..../  DE000SU6SDC2  /

Frankfurt Zert./SG
10/11/2024  9:36:23 PM Chg.-0.002 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
0.045EUR -4.26% 0.045
Bid Size: 10,000
0.095
Ask Size: 10,000
CROSSRATE USD/CHF 0.76 CHF 12/20/2024 Put
 

Master data

WKN: SU6SDC
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.76 CHF
Maturity: 12/20/2024
Issue date: 1/9/2024
Last trading day: 12/19/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -972.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.07
Parity: -10.37
Time value: 0.09
Break-even: 0.81
Moneyness: 0.89
Premium: 0.11
Premium p.a.: 0.77
Spread abs.: 0.05
Spread %: 113.64%
Delta: -0.04
Theta: 0.00
Omega: -34.41
Rho: 0.00
 

Quote data

Open: 0.044
High: 0.045
Low: 0.044
Previous Close: 0.047
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.09%
1 Month
  -65.38%
3 Months  
+12.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.043
1M High / 1M Low: 0.140 0.043
6M High / 6M Low: 0.290 0.037
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.096
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.75%
Volatility 6M:   280.35%
Volatility 1Y:   -
Volatility 3Y:   -