Soc. Generale Put 0.86 USDCHF 20.09.2024
/ DE000SU6SCU6
Soc. Generale Put 0.86 USDCHF 20..../ DE000SU6SCU6 /
| 9/11/2024 2:03:44 PM |
Chg.-0.04 |
Bid2:46:51 PM |
Ask2:46:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
-2.41% |
1.28
Bid Size: 30,000 |
1.29
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.86 CHF |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-55.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.07 |
| Parity: |
1.40 |
| Time value: |
0.23 |
| Break-even: |
0.91 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.24% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-41.16 |
| Rho: |
0.00 |
Quote data
| Open: |
1.94 |
| High: |
1.94 |
| Low: |
1.62 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.47% |
| 1 Month |
|
|
+37.29% |
| 3 Months |
|
|
+244.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.54 |
| 1M High / 1M Low: |
2.42 |
0.67 |
| 6M High / 6M Low: |
2.42 |
0.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
63.64 |
| Avg. price 6M: |
|
0.80 |
| Avg. volume 6M: |
|
10.85 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.13% |
| Volatility 6M: |
|
344.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
