Soc. Generale Put 0.78 USDCHF 20..../  DE000SU6SJR7  /

EUWAX
2024-05-22  3:07:23 PM Chg.-0.006 Bid3:18:06 PM Ask3:18:06 PM Underlying Strike price Expiration date Option type
0.082EUR -6.82% 0.082
Bid Size: 30,000
0.120
Ask Size: 30,000
CROSSRATE USD/CHF 0.78 CHF 2024-12-20 Put
 

Master data

WKN: SU6SJR
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.78 CHF
Maturity: 2024-12-20
Issue date: 2024-01-09
Last trading day: 2024-12-19
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -708.72
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.07
Parity: -13.25
Time value: 0.13
Break-even: 0.79
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 52.94%
Delta: -0.03
Theta: 0.00
Omega: -24.39
Rho: 0.00
 

Quote data

Open: 0.079
High: 0.082
Low: 0.069
Previous Close: 0.088
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.92%
1 Month
  -56.84%
3 Months
  -83.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.088
1M High / 1M Low: 0.190 0.088
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -