Soc. Generale Put 0.8 USDCHF 20.0.../  DE000SU6SCN1  /

EUWAX
5/17/2024  9:03:37 PM Chg.-0.003 Bid10:00:47 PM Ask10:00:47 PM Underlying Strike price Expiration date Option type
0.037EUR -7.50% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.80 CHF 9/20/2024 Put
 

Master data

WKN: SU6SCN
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.80 CHF
Maturity: 9/20/2024
Issue date: 1/9/2024
Last trading day: 9/19/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -1,069.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.07
Parity: -11.02
Time value: 0.09
Break-even: 0.81
Moneyness: 0.88
Premium: 0.12
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 138.89%
Delta: -0.03
Theta: 0.00
Omega: -32.68
Rho: 0.00
 

Quote data

Open: 0.038
High: 0.038
Low: 0.036
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.95%
1 Month
  -61.05%
3 Months
  -89.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.037
1M High / 1M Low: 0.088 0.037
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -