Soc. Generale Put 0.85 USDCHF 20.12.2024
/ DE000SU6SDL3
Soc. Generale Put 0.85 USDCHF 20..../ DE000SU6SDL3 /
| 5/20/2024 2:03:26 PM |
Chg.-0.040 |
Bid2:21:36 PM |
Ask2:21:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-5.33% |
0.700
Bid Size: 30,000 |
0.720
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.85 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
SU6SDL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.85 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-122.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.07 |
| Parity: |
-5.96 |
| Time value: |
0.75 |
| Break-even: |
0.85 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
-0.16 |
| Theta: |
0.00 |
| Omega: |
-19.46 |
| Rho: |
0.00 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.710 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.32% |
| 1 Month |
|
|
-38.79% |
| 3 Months |
|
|
-71.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.750 |
| 1M High / 1M Low: |
1.080 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
