Soc. Generale Put 0.885 USDCHF 20.09.2024
/ DE000SU7PHM6
Soc. Generale Put 0.885 USDCHF 20.../ DE000SU7PHM6 /
| 9/10/2024 8:37:07 AM |
Chg.-0.05 |
Bid10:23:30 AM |
Ask10:23:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.04EUR |
-1.22% |
4.06
Bid Size: 30,000 |
4.08
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.885 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
SU7PHM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.89 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-22.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.71 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.07 |
| Parity: |
3.80 |
| Time value: |
0.23 |
| Break-even: |
0.90 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.50% |
| Delta: |
-0.83 |
| Theta: |
0.00 |
| Omega: |
-18.76 |
| Rho: |
0.00 |
Quote data
| Open: |
4.04 |
| High: |
4.04 |
| Low: |
4.04 |
| Previous Close: |
4.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.28% |
| 1 Month |
|
|
+38.83% |
| 3 Months |
|
|
+201.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.65 |
3.95 |
| 1M High / 1M Low: |
4.90 |
2.08 |
| 6M High / 6M Low: |
4.90 |
0.74 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.19% |
| Volatility 6M: |
|
241.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
