Soc. Generale Put 0.92 USDCHF 20.12.2024
/ DE000SU9PDY6
Soc. Generale Put 0.92 USDCHF 20..../ DE000SU9PDY6 /
10/18/2024 9:47:41 PM |
Chg.+0.090 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.510EUR |
+1.40% |
6.520 Bid Size: 7,000 |
6.540 Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.92 CHF |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/21/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-13.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.37 |
Intrinsic value: |
5.86 |
Implied volatility: |
0.21 |
Historic volatility: |
0.07 |
Parity: |
5.86 |
Time value: |
0.73 |
Break-even: |
0.91 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.30% |
Delta: |
-0.73 |
Theta: |
0.00 |
Omega: |
-10.19 |
Rho: |
0.00 |
Quote data
Open: |
6.500 |
High: |
6.510 |
Low: |
6.400 |
Previous Close: |
6.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.85% |
1 Month |
|
|
-21.38% |
3 Months |
|
|
+25.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.870 |
6.420 |
1M High / 1M Low: |
9.280 |
6.420 |
6M High / 6M Low: |
9.560 |
3.690 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.809 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.286 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.72% |
Volatility 6M: |
|
98.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |