Soc. Generale Put 0.76 USDCHF 21..../  DE000SY0T2Y1  /

EUWAX
11/15/2024  9:13:16 PM Chg.+0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.043EUR +2.38% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.76 CHF 3/21/2025 Put
 

Master data

WKN: SY0T2Y
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.76 CHF
Maturity: 3/21/2025
Issue date: 5/24/2024
Last trading day: 3/20/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -1,020.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.07
Parity: -13.69
Time value: 0.09
Break-even: 0.81
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.49
Spread abs.: 0.05
Spread %: 116.28%
Delta: -0.03
Theta: 0.00
Omega: -28.41
Rho: 0.00
 

Quote data

Open: 0.043
High: 0.044
Low: 0.042
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.82%
1 Month
  -66.92%
3 Months
  -86.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.042
1M High / 1M Low: 0.130 0.042
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -