Soc. Generale Put 0.865 USDCHF 20.12.2024
/ DE000SW92VR8
Soc. Generale Put 0.865 USDCHF 20.../ DE000SW92VR8 /
| 6/4/2024 5:16:22 PM |
Chg.+0.28 |
Bid5:32:56 PM |
Ask5:32:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
+18.54% |
1.81
Bid Size: 30,000 |
1.82
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.865 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
SW92VR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.87 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
5/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-60.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.07 |
| Parity: |
-3.15 |
| Time value: |
1.51 |
| Break-even: |
0.87 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.67% |
| Delta: |
-0.27 |
| Theta: |
0.00 |
| Omega: |
-16.23 |
| Rho: |
0.00 |
Quote data
| Open: |
1.50 |
| High: |
1.79 |
| Low: |
1.50 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.23% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
0.97 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
