Soc. Generale Put 1 EURCHF 20.09.2024
/ DE000SU9PCC4
Soc. Generale Put 1 EURCHF 20.09..../ DE000SU9PCC4 /
| 2024-05-28 9:16:47 AM |
Chg.-0.01 |
Bid10:42:09 AM |
Ask10:42:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
-0.44% |
2.31
Bid Size: 50,000 |
2.32
Ask Size: 50,000 |
CROSSRATE EUR/CHF |
1.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SU9PCC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.00 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: |
-44.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.05 |
| Parity: |
0.80 |
| Time value: |
1.44 |
| Break-even: |
0.99 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-20.63 |
| Rho: |
0.00 |
Quote data
| Open: |
2.24 |
| High: |
2.25 |
| Low: |
2.24 |
| Previous Close: |
2.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
-40.16% |
| 3 Months |
|
|
-65.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.24 |
| 1M High / 1M Low: |
3.96 |
2.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
