Soc. Generale Call 0.8 USDCHF 21.06.2024
/ DE000SU6C8C5
Soc. Generale Call 0.8 USDCHF 21..../ DE000SU6C8C5 /
2024-05-10 9:43:21 PM |
Chg.+0.060 |
Bid8:13:34 AM |
Ask8:13:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
10.430EUR |
+0.58% |
10.460 Bid Size: 30,000 |
10.480 Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.80 CHF |
2024-06-21 |
Call |
Master data
WKN: |
SU6C8C |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.80 CHF |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-29 |
Last trading day: |
2024-06-20 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
8.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.25 |
Intrinsic value: |
10.90 |
Implied volatility: |
- |
Historic volatility: |
0.07 |
Parity: |
10.90 |
Time value: |
-0.43 |
Break-even: |
0.92 |
Moneyness: |
1.13 |
Premium: |
0.00 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.19% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
10.460 |
High: |
10.540 |
Low: |
10.400 |
Previous Close: |
10.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.58% |
1 Month |
|
|
-4.49% |
3 Months |
|
|
+31.69% |
YTD |
|
|
+176.66% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.630 |
10.370 |
1M High / 1M Low: |
11.550 |
10.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-30 |
11.550 |
Low (YTD): |
2024-01-08 |
4.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.482 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.738 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |