Soc. Generale Put 0.95 USDCHF 20.09.2024
/ DE000SW76YB9
Soc. Generale Put 0.95 USDCHF 20..../ DE000SW76YB9 /
| 2024-06-28 9:43:37 PM |
Chg.+0.020 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.370EUR |
+0.31% |
6.380
Bid Size: 7,000 |
6.390
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.95 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SW76YB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.95 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-14.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.61 |
| Intrinsic value: |
5.32 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.07 |
| Parity: |
5.32 |
| Time value: |
1.03 |
| Break-even: |
0.92 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-9.85 |
| Rho: |
0.00 |
Quote data
| Open: |
6.280 |
| High: |
6.370 |
| Low: |
6.220 |
| Previous Close: |
6.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.68% |
| 1 Month |
|
|
+22.03% |
| 3 Months |
|
|
-8.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.980 |
6.350 |
| 1M High / 1M Low: |
8.010 |
5.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
