Soc. Generale Call 0.925 USDCHF 2.../  DE000SU7PHP9  /

EUWAX
2024-10-31  9:06:45 PM Chg.-0.007 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.041EUR -14.58% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.925 CHF 2024-12-20 Call
 

Master data

WKN: SU7PHP
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.93 CHF
Maturity: 2024-12-20
Issue date: 2024-01-31
Last trading day: 2024-12-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 930.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.07
Parity: -6.20
Time value: 0.10
Break-even: 0.98
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.62
Spread abs.: 0.05
Spread %: 102.04%
Delta: 0.06
Theta: 0.00
Omega: 59.26
Rho: 0.00
 

Quote data

Open: 0.044
High: 0.044
Low: 0.041
Previous Close: 0.048
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.64%
1 Month  
+5.13%
3 Months
  -80.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.044
1M High / 1M Low: 0.054 0.038
6M High / 6M Low: 1.120 0.034
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.311
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.99%
Volatility 6M:   204.18%
Volatility 1Y:   -
Volatility 3Y:   -