Soc. Generale Put 0.95 USDCHF 20.09.2024
/ DE000SW76YB9
Soc. Generale Put 0.95 USDCHF 20..../ DE000SW76YB9 /
| 2024-05-03 1:24:42 PM |
Chg.+0.290 |
Bid2:07:27 PM |
Ask2:07:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.090EUR |
+5.00% |
6.120
Bid Size: 30,000 |
6.130
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.95 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SW76YB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.95 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-16.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
4.03 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.07 |
| Parity: |
4.03 |
| Time value: |
1.79 |
| Break-even: |
0.91 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-9.13 |
| Rho: |
0.00 |
Quote data
| Open: |
5.990 |
| High: |
6.090 |
| Low: |
5.940 |
| Previous Close: |
5.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.73% |
| 1 Month |
|
|
-9.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.820 |
5.030 |
| 1M High / 1M Low: |
6.820 |
5.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
