Soc. Generale Put 0.9 USDCHF 20.09.2024
/ DE000SU6SCY8
Soc. Generale Put 0.9 USDCHF 20.0.../ DE000SU6SCY8 /
8/16/2024 11:45:39 AM |
Chg.-0.350 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.730EUR |
-8.58% |
3.920 Bid Size: 7,000 |
3.940 Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.90 CHF |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
1/9/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-26.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.64 |
Intrinsic value: |
2.86 |
Implied volatility: |
0.16 |
Historic volatility: |
0.07 |
Parity: |
2.86 |
Time value: |
0.53 |
Break-even: |
0.91 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.59% |
Delta: |
-0.70 |
Theta: |
0.00 |
Omega: |
-18.80 |
Rho: |
0.00 |
Quote data
Open: |
3.730 |
High: |
3.730 |
Low: |
3.730 |
Previous Close: |
4.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.86% |
1 Month |
|
|
+102.72% |
3 Months |
|
|
+94.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.330 |
4.080 |
1M High / 1M Low: |
5.920 |
1.840 |
6M High / 6M Low: |
5.920 |
1.330 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.448 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.809 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
272.21% |
Volatility 6M: |
|
182.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |