Soc. Generale Put 0.83 EURCHF 21..../  DE000SW9E253  /

EUWAX
2024-06-20  9:20:43 AM Chg.0.000 Bid9:32:03 AM Ask9:32:03 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 50,000
-
Ask Size: -
CROSSRATE EUR/CHF 0.83 CHF 2024-06-21 Put
 

Master data

WKN: SW9E25
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.83 CHF
Maturity: 2024-06-21
Issue date: 2024-04-23
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -1,960.78
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.28
Historic volatility: 0.05
Parity: -12.66
Time value: 0.05
Break-even: 0.87
Moneyness: 0.87
Premium: 0.13
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: -0.02
Theta: 0.00
Omega: -39.59
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.002 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -