Soc. Generale Put 0.82 USDCHF 20.12.2024
/ DE000SU6SDH1
Soc. Generale Put 0.82 USDCHF 20..../ DE000SU6SDH1 /
2024-09-26 9:45:20 PM |
Chg.+0.070 |
Bid8:08:34 AM |
Ask8:08:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
+10.77% |
0.630 Bid Size: 30,000 |
0.650 Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.82 CHF |
2024-12-20 |
Put |
Master data
WKN: |
SU6SDH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.82 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-09 |
Last trading day: |
2024-12-19 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-136.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.07 |
Parity: |
-3.21 |
Time value: |
0.66 |
Break-even: |
0.86 |
Moneyness: |
0.96 |
Premium: |
0.04 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
3.13% |
Delta: |
-0.22 |
Theta: |
0.00 |
Omega: |
-29.29 |
Rho: |
0.00 |
Quote data
Open: |
0.620 |
High: |
0.730 |
Low: |
0.620 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.46% |
1 Month |
|
|
-45.45% |
3 Months |
|
|
+111.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.650 |
1M High / 1M Low: |
1.320 |
0.650 |
6M High / 6M Low: |
1.410 |
0.230 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.724 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.951 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.570 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.64% |
Volatility 6M: |
|
235.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |