Soc. Generale Put 0.97 USDCHF 20.09.2024
/ DE000SW8ZGJ9
Soc. Generale Put 0.97 USDCHF 20..../ DE000SW8ZGJ9 /
| 7/9/2024 9:12:45 PM |
Chg.-0.09 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.28EUR |
-1.08% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.97 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
SW8ZGJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.97 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-11.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.79 |
| Intrinsic value: |
7.50 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.07 |
| Parity: |
7.50 |
| Time value: |
0.79 |
| Break-even: |
0.92 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
-0.73 |
| Theta: |
0.00 |
| Omega: |
-8.15 |
| Rho: |
0.00 |
Quote data
| Open: |
8.18 |
| High: |
8.33 |
| Low: |
8.18 |
| Previous Close: |
8.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.12% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.48 |
7.73 |
| 1M High / 1M Low: |
10.09 |
7.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
