Soc. Generale Put 0.97 USDCHF 21.06.2024
/ DE000SW33XB2
Soc. Generale Put 0.97 USDCHF 21..../ DE000SW33XB2 /
| 2024-05-10 9:46:25 PM |
Chg.-0.050 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.980EUR |
-0.71% |
6.980
Bid Size: 7,000 |
7.000
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.97 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
SW33XB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.97 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-13.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.09 |
| Intrinsic value: |
6.51 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.07 |
| Parity: |
6.51 |
| Time value: |
0.48 |
| Break-even: |
0.92 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
-0.78 |
| Theta: |
0.00 |
| Omega: |
-10.32 |
| Rho: |
0.00 |
Quote data
| Open: |
6.950 |
| High: |
7.030 |
| Low: |
6.860 |
| Previous Close: |
7.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.46% |
| 1 Month |
|
|
+5.76% |
| 3 Months |
|
|
-38.01% |
| YTD |
|
|
-55.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.060 |
6.770 |
| 1M High / 1M Low: |
7.230 |
5.810 |
| 6M High / 6M Low: |
15.850 |
5.810 |
| High (YTD): |
2024-01-08 |
14.650 |
| Low (YTD): |
2024-04-30 |
5.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.524 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.86% |
| Volatility 6M: |
|
66.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
