Soc. Generale Put 0.83 USDCHF 20.12.2024
/ DE000SU6SDJ7
Soc. Generale Put 0.83 USDCHF 20..../ DE000SU6SDJ7 /
| 9/26/2024 9:44:38 PM |
Chg.+0.120 |
Bid8:16:59 AM |
Ask8:16:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+12.37% |
0.970
Bid Size: 30,000 |
0.980
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: |
-92.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.07 |
| Parity: |
-2.16 |
| Time value: |
0.97 |
| Break-even: |
0.87 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
-0.28 |
| Theta: |
0.00 |
| Omega: |
-26.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.940 |
| High: |
1.090 |
| Low: |
0.930 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.00% |
| 1 Month |
|
|
-38.42% |
| 3 Months |
|
|
+136.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.970 |
| 1M High / 1M Low: |
1.770 |
0.970 |
| 6M High / 6M Low: |
1.780 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.774 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.68% |
| Volatility 6M: |
|
216.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
