Soc. Generale Put 0.95 USDCHF 20.09.2024
/ DE000SW76YB9
Soc. Generale Put 0.95 USDCHF 20..../ DE000SW76YB9 /
| 17/05/2024 21:41:28 |
Chg.-0.280 |
Bid21:59:02 |
Ask21:59:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.720EUR |
-4.67% |
5.700
Bid Size: 7,000 |
5.710
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.95 CHF |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
25/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-15.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
4.45 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.07 |
| Parity: |
4.45 |
| Time value: |
1.47 |
| Break-even: |
0.91 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
-0.60 |
| Theta: |
0.00 |
| Omega: |
-9.32 |
| Rho: |
0.00 |
Quote data
| Open: |
5.850 |
| High: |
5.850 |
| Low: |
5.600 |
| Previous Close: |
6.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.30% |
| 1 Month |
|
|
-5.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.260 |
5.810 |
| 1M High / 1M Low: |
6.270 |
5.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.871 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
