Soc. Generale Put 0.92 USDCHF 20.12.2024
/ DE000SU9PDY6
Soc. Generale Put 0.92 USDCHF 20..../ DE000SU9PDY6 /
27/09/2024 21:13:24 |
Chg.+0.590 |
Bid21:24:34 |
Ask21:24:34 |
Underlying |
Strike price |
Expiration date |
Option type |
9.290EUR |
+6.78% |
9.310 Bid Size: 15,000 |
9.330 Ask Size: 15,000 |
CROSSRATE USD/CHF |
0.92 CHF |
20/12/2024 |
Put |
Master data
WKN: |
SU9PDY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.92 CHF |
Maturity: |
20/12/2024 |
Issue date: |
21/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-10.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.07 |
Intrinsic value: |
7.81 |
Implied volatility: |
0.24 |
Historic volatility: |
0.07 |
Parity: |
7.81 |
Time value: |
0.88 |
Break-even: |
0.89 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.23% |
Delta: |
-0.73 |
Theta: |
0.00 |
Omega: |
-7.48 |
Rho: |
0.00 |
Quote data
Open: |
8.530 |
High: |
9.290 |
Low: |
8.530 |
Previous Close: |
8.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.20% |
1 Month |
|
|
-2.82% |
3 Months |
|
|
+95.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.040 |
8.280 |
1M High / 1M Low: |
9.560 |
8.280 |
6M High / 6M Low: |
9.560 |
3.690 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.608 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.806 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.959 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.13% |
Volatility 6M: |
|
98.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |