Soc. Generale Put 0.875 USDCHF 20.12.2024
/ DE000SU76437
Soc. Generale Put 0.875 USDCHF 20.../ DE000SU76437 /
| 6/19/2024 9:53:12 AM |
Chg.-0.03 |
Bid10:05:50 AM |
Ask10:05:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
-1.16% |
2.58
Bid Size: 30,000 |
2.59
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.875 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
SU7643 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.88 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
2/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-35.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.07 |
| Parity: |
-0.97 |
| Time value: |
2.60 |
| Break-even: |
0.90 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-13.28 |
| Rho: |
0.00 |
Quote data
| Open: |
2.55 |
| High: |
2.56 |
| Low: |
2.55 |
| Previous Close: |
2.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.00% |
| 1 Month |
|
|
+62.03% |
| 3 Months |
|
|
-17.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
2.00 |
| 1M High / 1M Low: |
2.59 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
