Soc. Generale Put 0.86 USDCHF 20.12.2024
/ DE000SU6SDM1
Soc. Generale Put 0.86 USDCHF 20..../ DE000SU6SDM1 /
| 8/16/2024 11:46:44 AM |
Chg.-0.200 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
-8.97% |
2.130
Bid Size: 7,000 |
2.140
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.86 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
SU6SDM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.86 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: |
-49.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.07 |
| Parity: |
-1.31 |
| Time value: |
1.86 |
| Break-even: |
0.88 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
-0.35 |
| Theta: |
0.00 |
| Omega: |
-17.39 |
| Rho: |
0.00 |
Quote data
| Open: |
2.030 |
| High: |
2.030 |
| Low: |
2.030 |
| Previous Close: |
2.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.46% |
| 1 Month |
|
|
+45.00% |
| 3 Months |
|
|
+100.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.500 |
2.030 |
| 1M High / 1M Low: |
3.600 |
1.090 |
| 6M High / 6M Low: |
3.600 |
0.800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.668 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.30% |
| Volatility 6M: |
|
177.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
