Soc. Generale Put 1.01 EURCHF 20.09.2024
/ DE000SW7RQC2
Soc. Generale Put 1.01 EURCHF 20..../ DE000SW7RQC2 /
| 2024-06-18 9:46:13 PM |
Chg.+0.640 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.080EUR |
+9.94% |
7.050
Bid Size: 10,000 |
7.070
Ask Size: 10,000 |
CROSSRATE EUR/CHF |
1.01 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SW7RQC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.01 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-15.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.84 |
| Intrinsic value: |
5.78 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.05 |
| Parity: |
5.78 |
| Time value: |
0.70 |
| Break-even: |
0.99 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-10.63 |
| Rho: |
0.00 |
Quote data
| Open: |
6.490 |
| High: |
7.140 |
| Low: |
6.490 |
| Previous Close: |
6.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.26% |
| 1 Month |
|
|
+103.45% |
| 3 Months |
|
|
+19.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.720 |
5.290 |
| 1M High / 1M Low: |
6.720 |
2.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
