Soc. Generale Put 0.95 USDCHF 20.09.2024
/ DE000SW76YB9
Soc. Generale Put 0.95 USDCHF 20..../ DE000SW76YB9 /
07/06/2024 21:36:19 |
Chg.-0.630 |
Bid21:59:00 |
Ask21:59:00 |
Underlying |
Strike price |
Expiration date |
Option type |
6.700EUR |
-8.59% |
6.680 Bid Size: 7,000 |
6.690 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: |
-12.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.35 |
Intrinsic value: |
6.27 |
Implied volatility: |
0.21 |
Historic volatility: |
0.07 |
Parity: |
6.27 |
Time value: |
1.13 |
Break-even: |
0.91 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.14% |
Delta: |
-0.67 |
Theta: |
0.00 |
Omega: |
-8.27 |
Rho: |
0.00 |
Quote data
Open: |
7.400 |
High: |
7.420 |
Low: |
6.680 |
Previous Close: |
7.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.02% |
1 Month |
|
|
+14.53% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.410 |
6.090 |
1M High / 1M Low: |
7.410 |
4.990 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.908 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.891 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |