Soc. Generale Call 0.97 USDCHF 20.../  DE000SU9PDW0  /

EUWAX
5/31/2024  9:11:38 PM Chg.-0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.160EUR -15.79% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.97 CHF 12/20/2024 Call
 

Master data

WKN: SU9PDW
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.97 CHF
Maturity: 12/20/2024
Issue date: 2/21/2024
Last trading day: 12/19/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 401.39
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.07
Parity: -6.81
Time value: 0.23
Break-even: 0.99
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 21.05%
Delta: 0.12
Theta: 0.00
Omega: 48.84
Rho: 0.00
 

Quote data

Open: 0.180
High: 0.190
Low: 0.160
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -56.76%
3 Months
  -20.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.370 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -