Soc. Generale Put 0.875 USDCHF 21.06.2024
/ DE000SW3GDV2
Soc. Generale Put 0.875 USDCHF 21.../ DE000SW3GDV2 /
| 5/10/2024 9:12:34 PM |
Chg.-0.014 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.164EUR |
-7.87% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.875 CHF |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/14/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-476.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.07 |
| Parity: |
-3.22 |
| Time value: |
0.20 |
| Break-even: |
0.89 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
18.18% |
| Delta: |
-0.12 |
| Theta: |
0.00 |
| Omega: |
-57.95 |
| Rho: |
0.00 |
Quote data
| Open: |
0.160 |
| High: |
0.168 |
| Low: |
0.155 |
| Previous Close: |
0.178 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.92% |
| 1 Month |
|
|
-50.30% |
| 3 Months |
|
|
-93.22% |
| YTD |
|
|
-97.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.217 |
0.164 |
| 1M High / 1M Low: |
0.350 |
0.112 |
| 6M High / 6M Low: |
6.070 |
0.112 |
| High (YTD): |
1/8/2024 |
4.950 |
| Low (YTD): |
4/30/2024 |
0.112 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.96% |
| Volatility 6M: |
|
216.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
