Soc. Generale Put 0.97 USDCHF 20.09.2024
/ DE000SW8ZGJ9
Soc. Generale Put 0.97 USDCHF 20..../ DE000SW8ZGJ9 /
| 02/08/2024 21:12:13 |
Chg.+1.44 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.34EUR |
+13.21% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.97 CHF |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
12/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.43 |
| Intrinsic value: |
11.92 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.07 |
| Parity: |
11.92 |
| Time value: |
0.62 |
| Break-even: |
0.91 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.16% |
| Delta: |
-0.81 |
| Theta: |
0.00 |
| Omega: |
-5.93 |
| Rho: |
0.00 |
Quote data
| Open: |
11.05 |
| High: |
12.40 |
| Low: |
10.95 |
| Previous Close: |
10.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.01% |
| 1 Month |
|
|
+52.72% |
| 3 Months |
|
|
+50.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.34 |
9.38 |
| 1M High / 1M Low: |
12.34 |
8.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
