Soc. Generale Put 0.95 USDCHF 20.09.2024
/ DE000SW76YB9
Soc. Generale Put 0.95 USDCHF 20..../ DE000SW76YB9 /
| 2024-05-21 9:40:16 PM |
Chg.-0.080 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.440EUR |
-1.45% |
5.440
Bid Size: 7,000 |
5.450
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.95 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SW76YB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.95 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-16.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
3.98 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.07 |
| Parity: |
3.98 |
| Time value: |
1.49 |
| Break-even: |
0.91 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-9.94 |
| Rho: |
0.00 |
Quote data
| Open: |
5.510 |
| High: |
5.570 |
| Low: |
5.420 |
| Previous Close: |
5.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.10% |
| 1 Month |
|
|
-7.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.260 |
5.440 |
| 1M High / 1M Low: |
6.270 |
5.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.811 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
