Soc. Generale Put 1 EURCHF 20.12.2024
/ DE000SU9PCD2
Soc. Generale Put 1 EURCHF 20.12..../ DE000SU9PCD2 /
| 2024-05-28 4:15:02 PM |
Chg.+0.100 |
Bid4:59:08 PM |
Ask4:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.180EUR |
+3.25% |
3.210
Bid Size: 40,000 |
3.220
Ask Size: 40,000 |
CROSSRATE EUR/CHF |
1.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
SU9PCD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.00 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: |
-32.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.05 |
| Parity: |
0.80 |
| Time value: |
2.28 |
| Break-even: |
0.98 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
-0.42 |
| Theta: |
0.00 |
| Omega: |
-13.78 |
| Rho: |
0.00 |
Quote data
| Open: |
3.080 |
| High: |
3.230 |
| Low: |
3.070 |
| Previous Close: |
3.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.02% |
| 1 Month |
|
|
-30.57% |
| 3 Months |
|
|
-55.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.420 |
3.070 |
| 1M High / 1M Low: |
4.770 |
3.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
