Soc. Generale Put 0.905 USDCHF 21.06.2024
/ DE000SU1R0Z1
Soc. Generale Put 0.905 USDCHF 21.../ DE000SU1R0Z1 /
| 2024-06-11 11:14:26 AM |
Chg.-0.06 |
Bid12:17:03 PM |
Ask12:17:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-4.65% |
1.25
Bid Size: 30,000 |
1.26
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.905 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
SU1R0Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.91 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-72.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.07 |
| Parity: |
0.87 |
| Time value: |
0.41 |
| Break-even: |
0.92 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-46.54 |
| Rho: |
0.00 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.21 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.24% |
| 1 Month |
|
|
+9.82% |
| 3 Months |
|
|
-70.36% |
| YTD |
|
|
-86.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.29 |
| 1M High / 1M Low: |
1.96 |
0.48 |
| 6M High / 6M Low: |
9.00 |
0.48 |
| High (YTD): |
2024-01-08 |
7.83 |
| Low (YTD): |
2024-05-29 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
452.74% |
| Volatility 6M: |
|
233.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
