Soc. Generale Put 0.89 USDCHF 20.09.2024
/ DE000SU6SCX0
Soc. Generale Put 0.89 USDCHF 20..../ DE000SU6SCX0 /
| 02/08/2024 17:57:42 |
Chg.+1.210 |
Bid18:06:45 |
Ask18:06:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.780EUR |
+47.08% |
3.670
Bid Size: 30,000 |
3.680
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.89 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
SU6SCX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.89 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-35.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.07 |
| Parity: |
1.81 |
| Time value: |
0.79 |
| Break-even: |
0.92 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
-0.61 |
| Theta: |
0.00 |
| Omega: |
-21.56 |
| Rho: |
0.00 |
Quote data
| Open: |
2.710 |
| High: |
4.030 |
| Low: |
2.710 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+106.56% |
| 1 Month |
|
|
+289.69% |
| 3 Months |
|
|
+158.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
1.620 |
| 1M High / 1M Low: |
2.570 |
0.970 |
| 6M High / 6M Low: |
5.450 |
0.910 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.216 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.79% |
| Volatility 6M: |
|
199.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
