Soc. Generale Put 0.97 USDCHF 21.06.2024
/ DE000SW33XB2
Soc. Generale Put 0.97 USDCHF 21..../ DE000SW33XB2 /
| 5/24/2024 9:47:12 PM |
Chg.-0.030 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.910EUR |
-0.51% |
5.910
Bid Size: 7,000 |
5.930
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.97 CHF |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-15.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.30 |
| Intrinsic value: |
5.57 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.07 |
| Parity: |
5.57 |
| Time value: |
0.34 |
| Break-even: |
0.92 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
-0.80 |
| Theta: |
0.00 |
| Omega: |
-12.55 |
| Rho: |
0.00 |
Quote data
| Open: |
5.900 |
| High: |
5.950 |
| Low: |
5.860 |
| Previous Close: |
5.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.39% |
| 1 Month |
|
|
-7.08% |
| 3 Months |
|
|
-44.09% |
| YTD |
|
|
-62.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.460 |
5.870 |
| 1M High / 1M Low: |
7.240 |
5.810 |
| 6M High / 6M Low: |
15.850 |
5.810 |
| High (YTD): |
1/8/2024 |
14.650 |
| Low (YTD): |
4/30/2024 |
5.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.00% |
| Volatility 6M: |
|
66.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
