Soc. Generale Put 0.86 USDCHF 21.03.2025
/ DE000SY0T233
Soc. Generale Put 0.86 USDCHF 21..../ DE000SY0T233 /
| 10/09/2024 21:43:29 |
Chg.+0.160 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.170EUR |
+3.99% |
4.160
Bid Size: 7,000 |
4.170
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.86 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
SY0T23 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.86 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
24/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-22.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.07 |
| Parity: |
1.14 |
| Time value: |
2.85 |
| Break-even: |
0.88 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-10.36 |
| Rho: |
0.00 |
Quote data
| Open: |
3.990 |
| High: |
4.180 |
| Low: |
3.990 |
| Previous Close: |
4.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.57% |
| 1 Month |
|
|
+23.74% |
| 3 Months |
|
|
+100.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.440 |
3.950 |
| 1M High / 1M Low: |
4.730 |
2.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.939 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
