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Soc. Generale Call 0.84 USDCHF 21.../  DE000SV4BBH5  /

Frankfurt Zert./SG
28/05/2024  13:17:01 Chg.-0.310 Bid14:00:13 Ask14:00:13 Underlying Strike price Expiration date Option type
6.850EUR -4.33% 6.890
Bid Size: 30,000		 6.910
Ask Size: 30,000		 CROSSRATE USD/CHF 0.84 CHF 21/06/2024 Call
 

Master data

WKN: SV4BBH
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.84 CHF
Maturity: 21/06/2024
Issue date: 13/04/2023
Last trading day: 20/06/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 12.79
Leverage: Yes

Calculated values

Fair value: 7.64
Intrinsic value: 7.42
Implied volatility: -
Historic volatility: 0.07
Parity: 7.42
Time value: -0.22
Break-even: 0.92
Moneyness: 1.09
Premium: 0.00
Premium p.a.: -0.04
Spread abs.: 0.02
Spread %: 0.28%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 7.000
High: 7.030
Low: 6.850
Previous Close: 7.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.15%
1 Month
  -2.14%
3 Months  
+100.29%
YTD  
+448.00%
1 Year  
+33.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.300 6.840
1M High / 1M Low: 7.520 6.060
6M High / 6M Low: 7.520 1.250
High (YTD): 30/04/2024 7.520
Low (YTD): 08/01/2024 1.600
52W High: 30/04/2024 7.520
52W Low: 29/12/2023 1.250
Avg. price 1W:   7.168
Avg. volume 1W:   0.000
Avg. price 1M:   6.695
Avg. volume 1M:   0.000
Avg. price 6M:   4.194
Avg. volume 6M:   20.968
Avg. price 1Y:   4.187
Avg. volume 1Y:   10.196
Volatility 1M:   80.11%
Volatility 6M:   143.59%
Volatility 1Y:   123.63%
Volatility 3Y:   -