Soc. Generale Put 0.99 EURCHF 20.12.2024
/ DE000SU669U5
Soc. Generale Put 0.99 EURCHF 20..../ DE000SU669U5 /
| 2024-09-20 9:12:30 PM |
Chg.-0.41 |
Bid9:48:44 PM |
Ask9:48:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.09EUR |
-7.45% |
5.06
Bid Size: 25,000 |
5.07
Ask Size: 25,000 |
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: |
-18.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.87 |
| Intrinsic value: |
4.63 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.06 |
| Parity: |
4.63 |
| Time value: |
0.75 |
| Break-even: |
0.99 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-12.41 |
| Rho: |
0.00 |
Quote data
| Open: |
5.37 |
| High: |
5.37 |
| Low: |
5.07 |
| Previous Close: |
5.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.50% |
| 1 Month |
|
|
-0.97% |
| 3 Months |
|
|
-4.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.17 |
5.50 |
| 1M High / 1M Low: |
6.85 |
5.14 |
| 6M High / 6M Low: |
7.35 |
2.42 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.53 |
| Avg. volume 6M: |
|
3.49 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.75% |
| Volatility 6M: |
|
112.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
