Soc. Generale Put 0.97 USDCHF 21.06.2024
/ DE000SW33XB2
Soc. Generale Put 0.97 USDCHF 21..../ DE000SW33XB2 /
| 2024-04-26 9:12:26 PM |
Chg.-0.10 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.42EUR |
-1.53% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.97 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
SW33XB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.97 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-14.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.14 |
| Intrinsic value: |
5.69 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.07 |
| Parity: |
5.69 |
| Time value: |
0.66 |
| Break-even: |
0.93 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.32% |
| Delta: |
-0.73 |
| Theta: |
0.00 |
| Omega: |
-10.72 |
| Rho: |
0.00 |
Quote data
| Open: |
6.47 |
| High: |
6.59 |
| Low: |
6.28 |
| Previous Close: |
6.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.69% |
| 1 Month |
|
|
-15.19% |
| 3 Months |
|
|
-49.25% |
| YTD |
|
|
-59.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.74 |
6.34 |
| 1M High / 1M Low: |
7.88 |
6.34 |
| 6M High / 6M Low: |
15.86 |
6.34 |
| High (YTD): |
2024-01-08 |
14.63 |
| Low (YTD): |
2024-04-24 |
6.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.13% |
| Volatility 6M: |
|
60.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
