Soc. Generale Put 0.805 USDCHF 21.06.2024
/ DE000SU5US20
Soc. Generale Put 0.805 USDCHF 21.../ DE000SU5US20 /
| 2024-05-29 4:15:33 PM |
Chg.+0.001 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+4.00% |
0.026
Bid Size: 30,000 |
0.076
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.805 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
SU5US2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.81 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-1,228.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.07 |
| Parity: |
-10.85 |
| Time value: |
0.08 |
| Break-even: |
0.81 |
| Moneyness: |
0.88 |
| Premium: |
0.12 |
| Premium p.a.: |
4.92 |
| Spread abs.: |
0.05 |
| Spread %: |
200.00% |
| Delta: |
-0.03 |
| Theta: |
0.00 |
| Omega: |
-36.54 |
| Rho: |
0.00 |
Quote data
| Open: |
0.025 |
| High: |
0.026 |
| Low: |
0.025 |
| Previous Close: |
0.025 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-69.05% |
| YTD |
|
|
-97.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.025 |
| 1M High / 1M Low: |
0.027 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.910 |
| Low (YTD): |
2024-05-28 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
