Soc. Generale Call 0.81 USDCHF 21.06.2024
/ DE000SU6C8D3
Soc. Generale Call 0.81 USDCHF 21.../ DE000SU6C8D3 /
2024-05-24 9:36:12 PM |
Chg.-0.030 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.280EUR |
-0.29% |
10.270 Bid Size: 7,000 |
10.290 Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.81 CHF |
2024-06-21 |
Call |
Master data
WKN: |
SU6C8D |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.81 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: |
8.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.78 |
Intrinsic value: |
10.55 |
Implied volatility: |
- |
Historic volatility: |
0.07 |
Parity: |
10.55 |
Time value: |
-0.23 |
Break-even: |
0.92 |
Moneyness: |
1.13 |
Premium: |
0.00 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.19% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
10.330 |
High: |
10.350 |
Low: |
10.240 |
Previous Close: |
10.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.08% |
1 Month |
|
|
+2.19% |
3 Months |
|
|
+63.17% |
YTD |
|
|
+237.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.340 |
9.780 |
1M High / 1M Low: |
10.570 |
9.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-30 |
10.570 |
Low (YTD): |
2024-01-08 |
3.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |