Soc. Generale Call 0.82 USDCHF 21.06.2024
/ DE000SW1D9W1
Soc. Generale Call 0.82 USDCHF 21.../ DE000SW1D9W1 /
| 2024-05-10 9:43:54 PM |
Chg.+0.060 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.430EUR |
+0.72% |
8.440
Bid Size: 7,000 |
8.460
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.82 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SW1D9W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.82 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.21 |
| Intrinsic value: |
8.85 |
| Implied volatility: |
- |
| Historic volatility: |
0.07 |
| Parity: |
8.85 |
| Time value: |
-0.38 |
| Break-even: |
0.92 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.470 |
| High: |
8.550 |
| Low: |
8.380 |
| Previous Close: |
8.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.31% |
| 1 Month |
|
|
-5.60% |
| 3 Months |
|
|
+68.60% |
| YTD |
|
|
+286.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.620 |
8.370 |
| 1M High / 1M Low: |
9.550 |
8.240 |
| 6M High / 6M Low: |
9.550 |
2.180 |
| High (YTD): |
2024-04-30 |
9.550 |
| Low (YTD): |
2024-01-08 |
2.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.749 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.603 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.68% |
| Volatility 6M: |
|
118.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
