Soc. Generale Put 0.77 USDCHF 20.12.2024
/ DE000SU6SDD0
Soc. Generale Put 0.77 USDCHF 20..../ DE000SU6SDD0 /
17/05/2024 21:45:45 |
Chg.-0.007 |
Bid21:59:02 |
Ask21:59:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.072EUR |
-8.86% |
0.072 Bid Size: 10,000 |
0.120 Ask Size: 10,000 |
CROSSRATE USD/CHF |
0.77 CHF |
20/12/2024 |
Put |
Master data
WKN: |
SU6SDD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.77 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: |
-766.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.07 |
Parity: |
-14.06 |
Time value: |
0.12 |
Break-even: |
0.78 |
Moneyness: |
0.85 |
Premium: |
0.15 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.05 |
Spread %: |
71.43% |
Delta: |
-0.03 |
Theta: |
0.00 |
Omega: |
-23.83 |
Rho: |
0.00 |
Quote data
Open: |
0.074 |
High: |
0.074 |
Low: |
0.070 |
Previous Close: |
0.079 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-24.21% |
1 Month |
|
|
-48.57% |
3 Months |
|
|
-83.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.095 |
0.072 |
1M High / 1M Low: |
0.160 |
0.072 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.085 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |