Soc. Generale Put 0.96 EURCHF 20.12.2024
/ DE000SU6SGC5
Soc. Generale Put 0.96 EURCHF 20..../ DE000SU6SGC5 /
| 2024-09-19 9:45:23 PM |
Chg.-0.470 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.680EUR |
-14.92% |
2.650
Bid Size: 10,000 |
2.660
Ask Size: 10,000 |
CROSSRATE EUR/CHF |
0.96 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
SU6SGC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.96 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-31.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.06 |
| Parity: |
2.03 |
| Time value: |
1.16 |
| Break-even: |
0.99 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-17.52 |
| Rho: |
0.00 |
Quote data
| Open: |
2.990 |
| High: |
3.030 |
| Low: |
2.650 |
| Previous Close: |
3.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.79% |
| 1 Month |
|
|
+0.37% |
| 3 Months |
|
|
-10.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.300 |
2.680 |
| 1M High / 1M Low: |
3.880 |
2.670 |
| 6M High / 6M Low: |
4.510 |
1.060 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.387 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.32% |
| Volatility 6M: |
|
150.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
