Soc. Generale Put 0.865 USDCHF 20.09.2024
/ DE000SU7PHL8
Soc. Generale Put 0.865 USDCHF 20.../ DE000SU7PHL8 /
| 2024-06-05 9:20:34 AM |
Chg.-0.080 |
Bid9:37:24 AM |
Ask9:37:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-9.41% |
0.750
Bid Size: 30,000 |
0.760
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.865 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SU7PHL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.87 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-145.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.07 |
| Parity: |
-3.15 |
| Time value: |
0.63 |
| Break-even: |
0.88 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-29.90 |
| Rho: |
0.00 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+148.39% |
| 1 Month |
|
|
+6.94% |
| 3 Months |
|
|
-61.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.310 |
| 1M High / 1M Low: |
0.850 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
