Soc. Generale Put 0.76 USDCHF 20..../  DE000SU6SDC2  /

Frankfurt Zert./SG
21/05/2024  13:19:52 Chg.-0.004 Bid21/05/2024 Ask21/05/2024 Underlying Strike price Expiration date Option type
0.050EUR -7.41% 0.050
Bid Size: 30,000
0.100
Ask Size: 30,000
CROSSRATE USD/CHF 0.76 CHF 20/12/2024 Put
 

Master data

WKN: SU6SDC
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.76 CHF
Maturity: 20/12/2024
Issue date: 09/01/2024
Last trading day: 19/12/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -921.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.07
Parity: -15.23
Time value: 0.10
Break-even: 0.77
Moneyness: 0.83
Premium: 0.17
Premium p.a.: 0.30
Spread abs.: 0.05
Spread %: 88.68%
Delta: -0.03
Theta: 0.00
Omega: -23.70
Rho: 0.00
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.054
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.37%
1 Month
  -61.54%
3 Months
  -85.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.054
1M High / 1M Low: 0.120 0.054
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -