Soc. Generale Put 0.8 USDCHF 20.0.../  DE000SU6SCN1  /

EUWAX
2024-04-30  9:03:20 PM Chg.-0.013 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.047EUR -21.67% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.80 CHF 2024-09-20 Put
 

Master data

WKN: SU6SCN
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.80 CHF
Maturity: 2024-09-20
Issue date: 2024-01-09
Last trading day: 2024-09-19
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -986.89
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.07
Parity: -12.18
Time value: 0.10
Break-even: 0.81
Moneyness: 0.87
Premium: 0.13
Premium p.a.: 0.37
Spread abs.: 0.05
Spread %: 111.11%
Delta: -0.03
Theta: 0.00
Omega: -29.80
Rho: 0.00
 

Quote data

Open: 0.055
High: 0.056
Low: 0.047
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.07%
1 Month
  -57.27%
3 Months
  -94.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.060 0.047
1M High / 1M Low: 0.100 0.047
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -