Soc. Generale Put 0.89 USDCHF 20.12.2024
/ DE000SU6SJS5
Soc. Generale Put 0.89 USDCHF 20..../ DE000SU6SJS5 /
| 2024-06-07 9:38:48 PM |
Chg.-0.400 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
-12.74% |
2.730
Bid Size: 7,000 |
2.740
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.89 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
SU6SJS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.89 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-28.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.07 |
| Parity: |
0.07 |
| Time value: |
3.11 |
| Break-even: |
0.89 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
-0.41 |
| Theta: |
0.00 |
| Omega: |
-11.84 |
| Rho: |
0.00 |
Quote data
| Open: |
3.170 |
| High: |
3.180 |
| Low: |
2.710 |
| Previous Close: |
3.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.17% |
| 1 Month |
|
|
+12.76% |
| 3 Months |
|
|
-45.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.210 |
2.740 |
| 1M High / 1M Low: |
3.210 |
1.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
