Soc. Generale Put 0.875 USDCHF 21.06.2024
/ DE000SW3GDV2
Soc. Generale Put 0.875 USDCHF 21.../ DE000SW3GDV2 /
| 2024-06-06 9:08:39 PM |
Chg.+0.025 |
Bid9:49:02 PM |
Ask9:49:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.198EUR |
+14.45% |
0.211
Bid Size: 15,000 |
0.231
Ask Size: 15,000 |
CROSSRATE USD/CHF |
0.875 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
SW3GDV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.88 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-471.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.07 |
| Parity: |
-1.90 |
| Time value: |
0.20 |
| Break-even: |
0.90 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.02 |
| Spread %: |
11.43% |
| Delta: |
-0.17 |
| Theta: |
0.00 |
| Omega: |
-78.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.193 |
| High: |
0.203 |
| Low: |
0.175 |
| Previous Close: |
0.173 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+138.55% |
| 1 Month |
|
|
-8.76% |
| 3 Months |
|
|
-87.78% |
| YTD |
|
|
-96.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.083 |
| 1M High / 1M Low: |
0.260 |
0.047 |
| 6M High / 6M Low: |
6.070 |
0.047 |
| High (YTD): |
2024-01-08 |
4.950 |
| Low (YTD): |
2024-05-29 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.859 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
503.91% |
| Volatility 6M: |
|
290.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
