Soc. Generale Put 0.8 USDCHF 21.03.2025
/ DE000SY0T209
Soc. Generale Put 0.8 USDCHF 21.0.../ DE000SY0T209 /
| 9/26/2024 9:45:00 PM |
Chg.+0.050 |
Bid8:14:26 AM |
Ask8:14:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+6.41% |
0.770
Bid Size: 30,000 |
0.790
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.80 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
SY0T20 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.80 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: |
-113.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.07 |
| Parity: |
-5.32 |
| Time value: |
0.79 |
| Break-even: |
0.84 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
-0.18 |
| Theta: |
0.00 |
| Omega: |
-20.22 |
| Rho: |
0.00 |
Quote data
| Open: |
0.770 |
| High: |
0.830 |
| Low: |
0.750 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.75% |
| 1 Month |
|
|
-38.52% |
| 3 Months |
|
|
+80.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.780 |
| 1M High / 1M Low: |
1.350 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
