Soc. Generale Put 0.87 USDCHF 20.12.2024
/ DE000SU6SDN9
Soc. Generale Put 0.87 USDCHF 20..../ DE000SU6SDN9 /
2024-04-30 9:35:57 PM |
Chg.-0.300 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.300EUR |
-18.75% |
1.300 Bid Size: 7,000 |
1.310 Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.87 CHF |
2024-12-20 |
Put |
Master data
WKN: |
SU6SDN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.87 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: |
-57.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.07 |
Parity: |
-4.15 |
Time value: |
1.62 |
Break-even: |
0.88 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.62% |
Delta: |
-0.25 |
Theta: |
0.00 |
Omega: |
-14.23 |
Rho: |
0.00 |
Quote data
Open: |
1.510 |
High: |
1.560 |
Low: |
1.300 |
Previous Close: |
1.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.47% |
1 Month |
|
|
-39.53% |
3 Months |
|
|
-76.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.600 |
1.300 |
1M High / 1M Low: |
2.100 |
1.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.772 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |