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

EUWAX
14/06/2024  21:04:12 Chg.+0.020 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.150EUR +15.38% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.78 CHF 20/12/2024 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: 20/12/2024
Issue date: 09/01/2024
Last trading day: 19/12/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -491.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.07
Parity: -11.56
Time value: 0.19
Break-even: 0.82
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 0.26
Spread abs.: 0.04
Spread %: 26.67%
Delta: -0.05
Theta: 0.00
Omega: -24.53
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.150
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+15.38%
3 Months
  -55.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.150 0.073
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -