Soc. Generale Put 0.83 USDCHF 20.09.2024
/ DE000SU6SCR2
Soc. Generale Put 0.83 USDCHF 20..../ DE000SU6SCR2 /
| 2024-08-02 5:39:15 PM |
Chg.+0.230 |
Bid5:43:56 PM |
Ask5:43:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+191.67% |
0.340
Bid Size: 30,000 |
0.360
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.83 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SU6SCR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.83 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-579.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.07 |
| Parity: |
-4.56 |
| Time value: |
0.16 |
| Break-even: |
0.88 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.04 |
| Spread %: |
33.33% |
| Delta: |
-0.09 |
| Theta: |
0.00 |
| Omega: |
-51.13 |
| Rho: |
0.00 |
Quote data
| Open: |
0.140 |
| High: |
0.370 |
| Low: |
0.140 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+311.76% |
| 1 Month |
|
|
+600.00% |
| 3 Months |
|
|
+118.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.063 |
| 1M High / 1M Low: |
0.120 |
0.040 |
| 6M High / 6M Low: |
1.640 |
0.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
491.92% |
| Volatility 6M: |
|
299.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
