Soc. Generale Put 0.83 USDCHF 21.03.2025
/ DE000SY7Z5J0
Soc. Generale Put 0.83 USDCHF 21..../ DE000SY7Z5J0 /
| 11/15/2024 9:40:37 PM |
Chg.+0.020 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
0.390
Bid Size: 7,700 |
0.420
Ask Size: 7,700 |
CROSSRATE USD/CHF |
0.83 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
SY7Z5J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.83 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
8/29/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-225.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.07 |
| Parity: |
-6.20 |
| Time value: |
0.42 |
| Break-even: |
0.88 |
| Moneyness: |
0.93 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
7.69% |
| Delta: |
-0.12 |
| Theta: |
0.00 |
| Omega: |
-28.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.59% |
| 1 Month |
|
|
-64.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.360 |
| 1M High / 1M Low: |
1.080 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
