Soc. Generale Put 0.76 USDCHF 20.12.2024
/ DE000SU6SDC2
Soc. Generale Put 0.76 USDCHF 20..../ DE000SU6SDC2 /
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: |
|
- |