Soc. Generale Put 1 EURCHF 20.12.2024
/ DE000SU9PCD2
Soc. Generale Put 1 EURCHF 20.12..../ DE000SU9PCD2 /
| 25/07/2024 13:06:28 |
Chg.+0.61 |
Bid13:22:37 |
Ask13:22:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.03EUR |
+11.25% |
6.05
Bid Size: 50,000 |
6.06
Ask Size: 50,000 |
CROSSRATE EUR/CHF |
1.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
SU9PCD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-18.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
4.22 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.05 |
| Parity: |
4.22 |
| Time value: |
1.25 |
| Break-even: |
0.99 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-10.75 |
| Rho: |
0.00 |
Quote data
| Open: |
5.73 |
| High: |
6.05 |
| Low: |
5.73 |
| Previous Close: |
5.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.89% |
| 1 Month |
|
|
+3.25% |
| 3 Months |
|
|
+34.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.42 |
4.60 |
| 1M High / 1M Low: |
5.84 |
3.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
