Soc. Generale Put 0.93 USDCHF 20.09.2024
/ DE000SU9PDV2
Soc. Generale Put 0.93 USDCHF 20..../ DE000SU9PDV2 /
| 7/17/2024 6:57:51 PM |
Chg.+0.960 |
Bid7:56:13 PM |
Ask7:56:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.480EUR |
+21.24% |
5.440
Bid Size: 30,000 |
5.460
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.93 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
SU9PDV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.93 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-20.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
3.67 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.07 |
| Parity: |
3.67 |
| Time value: |
0.84 |
| Break-even: |
0.91 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-13.47 |
| Rho: |
0.00 |
Quote data
| Open: |
4.560 |
| High: |
5.480 |
| Low: |
4.560 |
| Previous Close: |
4.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.31% |
| 1 Month |
|
|
+1.86% |
| 3 Months |
|
|
+26.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.530 |
4.050 |
| 1M High / 1M Low: |
5.980 |
3.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
