Soc. Generale Put 0.86 USDCHF 20.09.2024
/ DE000SU6SCU6
Soc. Generale Put 0.86 USDCHF 20..../ DE000SU6SCU6 /
| 2024-08-05 9:08:45 PM |
Chg.+0.78 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+54.93% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.86 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SU6SCU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.86 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: |
-59.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.07 |
| Parity: |
0.18 |
| Time value: |
1.36 |
| Break-even: |
0.90 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-27.85 |
| Rho: |
0.00 |
Quote data
| Open: |
2.30 |
| High: |
2.53 |
| Low: |
1.99 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+547.06% |
| 1 Month |
|
|
+658.62% |
| 3 Months |
|
|
+315.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
0.34 |
| 1M High / 1M Low: |
2.20 |
0.19 |
| 6M High / 6M Low: |
2.95 |
0.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
607.40% |
| Volatility 6M: |
|
327.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
