Soc. Generale Put 0.79 USDCHF 20.12.2024
/ DE000SU6SDE8
Soc. Generale Put 0.79 USDCHF 20..../ DE000SU6SDE8 /
16/08/2024 11:46:22 |
Chg.-0.050 |
Bid21:59:01 |
Ask21:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-14.71% |
0.290 Bid Size: 10,000 |
0.320 Ask Size: 10,000 |
CROSSRATE USD/CHF |
0.79 CHF |
20/12/2024 |
Put |
Master data
WKN: |
SU6SDE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.79 CHF |
Maturity: |
20/12/2024 |
Issue date: |
09/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-294.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.07 |
Parity: |
-8.63 |
Time value: |
0.31 |
Break-even: |
0.82 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.04 |
Spread %: |
14.81% |
Delta: |
-0.09 |
Theta: |
0.00 |
Omega: |
-25.03 |
Rho: |
0.00 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.62% |
1 Month |
|
|
+141.67% |
3 Months |
|
|
+123.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.290 |
1M High / 1M Low: |
0.640 |
0.110 |
6M High / 6M Low: |
0.710 |
0.082 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.336 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.259 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.261 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
474.69% |
Volatility 6M: |
|
259.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |