Soc. Generale Put 0.92 USDCHF 20.12.2024
/ DE000SU9PDY6
Soc. Generale Put 0.92 USDCHF 20..../ DE000SU9PDY6 /
2024-06-04 5:13:58 PM |
Chg.+0.49 |
Bid5:16:29 PM |
Ask5:16:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.56EUR |
+9.66% |
5.59 Bid Size: 30,000 |
5.60 Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.92 CHF |
2024-12-20 |
Put |
Master data
WKN: |
SU9PDY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.92 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-21 |
Last trading day: |
2024-12-19 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-16.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.56 |
Intrinsic value: |
3.08 |
Implied volatility: |
0.18 |
Historic volatility: |
0.07 |
Parity: |
3.08 |
Time value: |
2.53 |
Break-even: |
0.89 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.18% |
Delta: |
-0.51 |
Theta: |
0.00 |
Omega: |
-8.38 |
Rho: |
0.00 |
Quote data
Open: |
5.02 |
High: |
5.56 |
Low: |
5.02 |
Previous Close: |
5.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+48.27% |
1 Month |
|
|
+16.32% |
3 Months |
|
|
-22.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.68 |
3.75 |
1M High / 1M Low: |
5.68 |
3.70 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |