Soc. Generale Put 0.83 EURCHF 20..../  DE000SU6R881  /

EUWAX
2024-06-18  5:03:19 PM Chg.+0.002 Bid5:23:55 PM Ask5:23:55 PM Underlying Strike price Expiration date Option type
0.038EUR +5.56% 0.038
Bid Size: 50,000
0.088
Ask Size: 50,000
CROSSRATE EUR/CHF 0.83 CHF 2024-09-20 Put
 

Master data

WKN: SU6R88
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.83 CHF
Maturity: 2024-09-20
Issue date: 2024-01-09
Last trading day: 2024-09-19
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -1,162.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.05
Parity: -13.07
Time value: 0.09
Break-even: 0.87
Moneyness: 0.87
Premium: 0.13
Premium p.a.: 0.62
Spread abs.: 0.05
Spread %: 138.89%
Delta: -0.03
Theta: 0.00
Omega: -31.98
Rho: 0.00
 

Quote data

Open: 0.035
High: 0.039
Low: 0.035
Previous Close: 0.036
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+90.00%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.019
1M High / 1M Low: 0.040 0.018
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -