Soc. Generale Put 0.88 USDCHF 20.09.2024
/ DE000SU6SCW2
Soc. Generale Put 0.88 USDCHF 20..../ DE000SU6SCW2 /
7/9/2024 11:10:34 AM |
Chg.-0.060 |
Bid12:02:02 PM |
Ask12:02:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
-8.82% |
0.640 Bid Size: 30,000 |
0.650 Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.88 CHF |
9/20/2024 |
Put |
Master data
WKN: |
SU6SCW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.88 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: |
-137.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.10 |
Historic volatility: |
0.07 |
Parity: |
-1.76 |
Time value: |
0.67 |
Break-even: |
0.90 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
-0.27 |
Theta: |
0.00 |
Omega: |
-36.56 |
Rho: |
0.00 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.77% |
1 Month |
|
|
-42.06% |
3 Months |
|
|
-58.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.570 |
1M High / 1M Low: |
1.670 |
0.570 |
6M High / 6M Low: |
5.940 |
0.560 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.656 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.011 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.234 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.49% |
Volatility 6M: |
|
187.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |