Soc. Generale Put 0.92 USDCHF 20.09.2024
/ DE000SU9PDU4
Soc. Generale Put 0.92 USDCHF 20..../ DE000SU9PDU4 /
| 2024-06-07 6:52:15 PM |
Chg.-0.550 |
Bid7:14:14 PM |
Ask7:14:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.860EUR |
-12.47% |
3.850
Bid Size: 30,000 |
3.860
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.92 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SU9PDU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.92 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-20.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.07 |
| Parity: |
3.17 |
| Time value: |
1.30 |
| Break-even: |
0.91 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-12.06 |
| Rho: |
0.00 |
Quote data
| Open: |
4.500 |
| High: |
4.500 |
| Low: |
3.770 |
| Previous Close: |
4.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.92% |
| 1 Month |
|
|
+18.40% |
| 3 Months |
|
|
-41.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.490 |
3.330 |
| 1M High / 1M Low: |
4.490 |
2.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
