Soc. Generale Put 1.02 EURCHF 20.09.2024
/ DE000SW76VB5
Soc. Generale Put 1.02 EURCHF 20..../ DE000SW76VB5 /
| 2024-06-18 9:36:14 PM |
Chg.+0.640 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.090EUR |
+8.59% |
8.090
Bid Size: 10,000 |
8.110
Ask Size: 10,000 |
CROSSRATE EUR/CHF |
1.02 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SW76VB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.02 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-13.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.86 |
| Intrinsic value: |
6.83 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.05 |
| Parity: |
6.83 |
| Time value: |
0.68 |
| Break-even: |
0.99 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.27% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-9.43 |
| Rho: |
0.00 |
Quote data
| Open: |
7.530 |
| High: |
8.110 |
| Low: |
7.530 |
| Previous Close: |
7.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.08% |
| 1 Month |
|
|
+86.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.740 |
6.280 |
| 1M High / 1M Low: |
7.740 |
3.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.395 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
