Soc. Generale Call 0.83 USDCHF 21.06.2024
/ DE000SW1D9X9
Soc. Generale Call 0.83 USDCHF 21.../ DE000SW1D9X9 /
5/24/2024 9:44:19 PM |
Chg.-0.020 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.270EUR |
-0.24% |
8.260 Bid Size: 7,000 |
8.280 Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.83 CHF |
6/21/2024 |
Call |
Master data
WKN: |
SW1D9X |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.83 CHF |
Maturity: |
6/21/2024 |
Issue date: |
7/24/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
11.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.77 |
Intrinsic value: |
8.54 |
Implied volatility: |
- |
Historic volatility: |
0.07 |
Parity: |
8.54 |
Time value: |
-0.24 |
Break-even: |
0.92 |
Moneyness: |
1.10 |
Premium: |
0.00 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.24% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
8.320 |
High: |
8.350 |
Low: |
8.220 |
Previous Close: |
8.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.10% |
1 Month |
|
|
+3.25% |
3 Months |
|
|
+87.53% |
YTD |
|
|
+392.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.320 |
7.790 |
1M High / 1M Low: |
8.530 |
7.070 |
6M High / 6M Low: |
8.530 |
1.680 |
High (YTD): |
4/30/2024 |
8.530 |
Low (YTD): |
1/8/2024 |
2.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.705 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.997 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.66% |
Volatility 6M: |
|
128.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |