Soc. Generale Put 0.85 USDCHF 20.09.2024
/ DE000SU6SCT8
Soc. Generale Put 0.85 USDCHF 20..../ DE000SU6SCT8 /
| 2024-05-09 9:18:48 AM |
Chg.-0.010 |
Bid9:35:11 AM |
Ask9:35:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-3.13% |
0.300
Bid Size: 30,000 |
0.330
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.85 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SU6SCT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.85 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: |
-265.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.07 |
| Parity: |
-5.94 |
| Time value: |
0.35 |
| Break-even: |
0.87 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
9.38% |
| Delta: |
-0.11 |
| Theta: |
0.00 |
| Omega: |
-29.64 |
| Rho: |
0.00 |
Quote data
| Open: |
0.300 |
| High: |
0.310 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
-45.61% |
| 3 Months |
|
|
-85.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.310 |
| 1M High / 1M Low: |
0.570 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
