Soc. Generale Put 0.9 USDCHF 20.09.2024
/ DE000SU6SCY8
Soc. Generale Put 0.9 USDCHF 20.0.../ DE000SU6SCY8 /
| 17/07/2024 20:09:33 |
Chg.+0.790 |
Bid20:52:19 |
Ask20:52:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.630EUR |
+42.93% |
2.660
Bid Size: 15,000 |
2.670
Ask Size: 15,000 |
CROSSRATE USD/CHF |
0.90 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
SU6SCY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.90 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: |
-49.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.07 |
| Parity: |
0.59 |
| Time value: |
1.27 |
| Break-even: |
0.91 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
-0.49 |
| Theta: |
0.00 |
| Omega: |
-24.23 |
| Rho: |
0.00 |
Quote data
| Open: |
1.890 |
| High: |
2.630 |
| Low: |
1.890 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.52% |
| 1 Month |
|
|
-2.59% |
| 3 Months |
|
|
+17.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.570 |
| 1M High / 1M Low: |
3.160 |
1.480 |
| 6M High / 6M Low: |
7.070 |
1.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.52% |
| Volatility 6M: |
|
147.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
