Soc. Generale Put 1.02 EURCHF 20.12.2024
/ DE000SW76VE9
Soc. Generale Put 1.02 EURCHF 20..../ DE000SW76VE9 /
| 2024-09-20 8:18:44 PM |
Chg.-0.430 |
Bid8:52:23 PM |
Ask8:52:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.120EUR |
-5.03% |
8.130
Bid Size: 25,000 |
8.150
Ask Size: 25,000 |
CROSSRATE EUR/CHF |
1.02 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
SW76VE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.02 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-11.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.90 |
| Intrinsic value: |
7.80 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.06 |
| Parity: |
7.80 |
| Time value: |
0.69 |
| Break-even: |
0.99 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
-0.73 |
| Theta: |
0.00 |
| Omega: |
-8.58 |
| Rho: |
0.00 |
Quote data
| Open: |
8.550 |
| High: |
8.550 |
| Low: |
8.120 |
| Previous Close: |
8.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+0.12% |
| 3 Months |
|
|
-0.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.280 |
8.550 |
| 1M High / 1M Low: |
10.030 |
8.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
