Soc. Generale Put 0.88 USDCHF 21.03.2025
/ DE000SY0T241
Soc. Generale Put 0.88 USDCHF 21..../ DE000SY0T241 /
| 27/09/2024 09:49:53 |
Chg.-0.050 |
Bid10:25:40 |
Ask10:25:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.550EUR |
-0.89% |
5.580
Bid Size: 30,000 |
5.590
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.88 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
SY0T24 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.88 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: |
-16.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
3.58 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.07 |
| Parity: |
3.58 |
| Time value: |
1.99 |
| Break-even: |
0.87 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-8.83 |
| Rho: |
0.00 |
Quote data
| Open: |
5.480 |
| High: |
5.550 |
| Low: |
5.480 |
| Previous Close: |
5.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.31% |
| 1 Month |
|
|
-14.48% |
| 3 Months |
|
|
+87.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.860 |
5.270 |
| 1M High / 1M Low: |
6.490 |
5.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.764 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
