Soc. Generale Put 1.04 EURCHF 20.09.2024
/ DE000SW8P772
Soc. Generale Put 1.04 EURCHF 20..../ DE000SW8P772 /
| 2024-06-19 9:46:36 AM |
Chg.+0.030 |
Bid10:25:32 AM |
Ask10:25:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.240EUR |
+0.29% |
10.230
Bid Size: 50,000 |
10.250
Ask Size: 50,000 |
CROSSRATE EUR/CHF |
1.04 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SW8P77 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.04 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.52 |
| Intrinsic value: |
9.52 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.05 |
| Parity: |
9.52 |
| Time value: |
0.67 |
| Break-even: |
0.99 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.20% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-7.30 |
| Rho: |
0.00 |
Quote data
| Open: |
10.240 |
| High: |
10.320 |
| Low: |
10.240 |
| Previous Close: |
10.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.67% |
| 1 Month |
|
|
+64.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.210 |
8.280 |
| 1M High / 1M Low: |
10.210 |
5.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
