Soc. Generale Put 0.92 USDCHF 20.09.2024
/ DE000SU9PDU4
Soc. Generale Put 0.92 USDCHF 20..../ DE000SU9PDU4 /
| 2024-05-03 8:37:28 AM |
Chg.+0.14 |
Bid8:54:48 AM |
Ask8:54:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.40EUR |
+4.29% |
3.42
Bid Size: 30,000 |
3.43
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: |
-28.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.07 |
| Parity: |
0.95 |
| Time value: |
2.33 |
| Break-even: |
0.91 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-13.12 |
| Rho: |
0.00 |
Quote data
| Open: |
3.40 |
| High: |
3.40 |
| Low: |
3.40 |
| Previous Close: |
3.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.32% |
| 1 Month |
|
|
-17.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.31 |
2.66 |
| 1M High / 1M Low: |
4.17 |
2.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
