Soc. Generale Put 0.91 USDCHF 20.12.2024
/ DE000SU67EB4
Soc. Generale Put 0.91 USDCHF 20..../ DE000SU67EB4 /
| 2024-06-05 6:22:10 PM |
Chg.-0.42 |
Bid6:38:25 PM |
Ask6:38:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.35EUR |
-8.81% |
4.38
Bid Size: 30,000 |
4.39
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.91 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
SU67EB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.91 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-19.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.07 |
| Parity: |
2.05 |
| Time value: |
2.66 |
| Break-even: |
0.89 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-9.39 |
| Rho: |
0.00 |
Quote data
| Open: |
4.55 |
| High: |
4.55 |
| Low: |
4.35 |
| Previous Close: |
4.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.04% |
| 1 Month |
|
|
+8.48% |
| 3 Months |
|
|
-30.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.77 |
3.02 |
| 1M High / 1M Low: |
4.77 |
2.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
