Soc. Generale Put 0.8 USDCHF 20.12.2024
/ DE000SU6SDF5
Soc. Generale Put 0.8 USDCHF 20.1.../ DE000SU6SDF5 /
2024-05-22 12:03:45 PM |
Chg.-0.030 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-18.75% |
0.130 Bid Size: 30,000 |
0.170 Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.80 CHF |
2024-12-20 |
Put |
Master data
WKN: |
SU6SDF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.80 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: |
-484.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.07 |
Parity: |
-11.22 |
Time value: |
0.19 |
Break-even: |
0.81 |
Moneyness: |
0.88 |
Premium: |
0.12 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.04 |
Spread %: |
26.67% |
Delta: |
-0.05 |
Theta: |
0.00 |
Omega: |
-24.26 |
Rho: |
0.00 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.130 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.91% |
1 Month |
|
|
-58.06% |
3 Months |
|
|
-84.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.160 |
1M High / 1M Low: |
0.310 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.229 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |