Soc. Generale Put 0.83 USDCHF 20.12.2024
/ DE000SU6SDJ7
Soc. Generale Put 0.83 USDCHF 20..../ DE000SU6SDJ7 /
7/17/2024 9:51:29 PM |
Chg.+0.160 |
Bid8:34:16 AM |
Ask8:34:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+45.71% |
0.510 Bid Size: 30,000 |
0.530 Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.83 CHF |
12/20/2024 |
Put |
Master data
WKN: |
SU6SDJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.83 CHF |
Maturity: |
12/20/2024 |
Issue date: |
1/9/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-241.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.07 |
Parity: |
-6.60 |
Time value: |
0.38 |
Break-even: |
0.85 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
8.57% |
Delta: |
-0.11 |
Theta: |
0.00 |
Omega: |
-26.58 |
Rho: |
0.00 |
Quote data
Open: |
0.360 |
High: |
0.510 |
Low: |
0.360 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+45.71% |
1 Month |
|
|
-32.00% |
3 Months |
|
|
-21.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.340 |
1M High / 1M Low: |
0.750 |
0.320 |
6M High / 6M Low: |
2.770 |
0.320 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.384 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.445 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.015 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.45% |
Volatility 6M: |
|
160.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |