Soc. Generale Put 0.99 EURCHF 20.12.2024
/ DE000SU669U5
Soc. Generale Put 0.99 EURCHF 20..../ DE000SU669U5 /
| 2024-06-14 9:13:30 PM |
Chg.+0.72 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.57EUR |
+14.85% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE EUR/CHF |
0.99 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
SU669U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.99 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-18.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.66 |
| Intrinsic value: |
3.89 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.05 |
| Parity: |
3.89 |
| Time value: |
1.64 |
| Break-even: |
0.98 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-9.92 |
| Rho: |
0.00 |
Quote data
| Open: |
4.95 |
| High: |
5.62 |
| Low: |
4.95 |
| Previous Close: |
4.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.52% |
| 1 Month |
|
|
+70.34% |
| 3 Months |
|
|
+9.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.57 |
4.26 |
| 1M High / 1M Low: |
5.57 |
2.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
