Soc. Generale Call 0.85 USDCHF 21.06.2024
/ DE000SW1D9Y7
Soc. Generale Call 0.85 USDCHF 21.../ DE000SW1D9Y7 /
| 2024-06-11 12:21:26 PM |
Chg.+0.02 |
Bid12:51:04 PM |
Ask12:51:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.74EUR |
+0.42% |
4.76
Bid Size: 30,000 |
4.78
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.85 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SW1D9Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.85 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: |
19.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.91 |
| Intrinsic value: |
4.82 |
| Implied volatility: |
- |
| Historic volatility: |
0.07 |
| Parity: |
4.82 |
| Time value: |
-0.11 |
| Break-even: |
0.93 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.74 |
| High: |
4.80 |
| Low: |
4.74 |
| Previous Close: |
4.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.92% |
| 1 Month |
|
|
-11.57% |
| 3 Months |
|
|
+86.61% |
| YTD |
|
|
+457.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.72 |
3.92 |
| 1M High / 1M Low: |
6.29 |
3.92 |
| 6M High / 6M Low: |
6.50 |
0.85 |
| High (YTD): |
2024-04-30 |
6.50 |
| Low (YTD): |
2024-01-08 |
1.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.59 |
| Avg. volume 6M: |
|
507.20 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.38% |
| Volatility 6M: |
|
163.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
