Soc. Generale Put 0.99 EURCHF 20..../  DE000SU669U5  /

EUWAX
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:   -