Soc. Generale Call 0.94 USDCHF 20.12.2024
/ DE000SU6SJQ9
Soc. Generale Call 0.94 USDCHF 20.../ DE000SU6SJQ9 /
| 2024-05-03 4:46:20 PM |
Chg.-0.090 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-13.64% |
0.570
Bid Size: 30,000 |
0.590
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.94 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU6SJQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.94 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
139.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.03 |
| Historic volatility: |
0.07 |
| Parity: |
-3.00 |
| Time value: |
0.67 |
| Break-even: |
0.97 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.40 |
| Theta: |
0.00 |
| Omega: |
55.15 |
| Rho: |
0.00 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.540 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+62.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.660 |
| 1M High / 1M Low: |
0.840 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.705 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
