Soc. Generale Put 0.875 USDCHF 21.06.2024
/ DE000SW3GDV2
Soc. Generale Put 0.875 USDCHF 21.../ DE000SW3GDV2 /
| 2024-06-11 4:12:30 PM |
Chg.-0.015 |
Bid4:49:16 PM |
Ask4:49:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-15.79% |
0.077
Bid Size: 30,000 |
0.117
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.875 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
SW3GDV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.88 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-749.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.07 |
| Parity: |
-2.23 |
| Time value: |
0.12 |
| Break-even: |
0.91 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.03 |
| Spread %: |
31.91% |
| Delta: |
-0.12 |
| Theta: |
0.00 |
| Omega: |
-91.32 |
| Rho: |
0.00 |
Quote data
| Open: |
0.091 |
| High: |
0.091 |
| Low: |
0.078 |
| Previous Close: |
0.095 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.23% |
| 1 Month |
|
|
-51.22% |
| 3 Months |
|
|
-95.65% |
| YTD |
|
|
-98.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.095 |
| 1M High / 1M Low: |
0.260 |
0.047 |
| 6M High / 6M Low: |
6.070 |
0.047 |
| High (YTD): |
2024-01-08 |
4.950 |
| Low (YTD): |
2024-05-29 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.167 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.787 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
549.68% |
| Volatility 6M: |
|
298.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
