Soc. Generale Put 0.93 USDCHF 20.12.2024
/ DE000SU9PDZ3
Soc. Generale Put 0.93 USDCHF 20..../ DE000SU9PDZ3 /
| 2024-05-03 5:00:02 PM |
Chg.+0.410 |
Bid5:00:50 PM |
Ask5:00:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.650EUR |
+7.82% |
5.620
Bid Size: 30,000 |
5.630
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.93 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
SU9PDZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.93 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-17.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.07 |
| Parity: |
1.98 |
| Time value: |
3.28 |
| Break-even: |
0.90 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-8.18 |
| Rho: |
0.00 |
Quote data
| Open: |
5.400 |
| High: |
5.670 |
| Low: |
5.400 |
| Previous Close: |
5.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.10% |
| 1 Month |
|
|
-6.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.280 |
4.600 |
| 1M High / 1M Low: |
6.150 |
4.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.451 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
