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Soc. Generale Call 0.86 USDCHF 21.../  DE000SV135L5  /

Frankfurt Zert./SG
20/06/2024  21:49:40 Chg.+0.750 Bid21:59:02 Ask- Underlying Strike price Expiration date Option type
3.300EUR +29.41% 3.280
Bid Size: 7,000		 -
Ask Size: -		 CROSSRATE USD/CHF 0.86 CHF 21/06/2024 Call
 

Master data

WKN: SV135L
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.86 CHF
Maturity: 21/06/2024
Issue date: 15/03/2023
Last trading day: 20/06/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 35.94
Leverage: Yes

Calculated values

Fair value: 2.58
Intrinsic value: 2.58
Implied volatility: 0.24
Historic volatility: 0.07
Parity: 2.58
Time value: 0.01
Break-even: 0.93
Moneyness: 1.03
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.78%
Delta: 0.99
Theta: 0.00
Omega: 35.46
Rho: 0.00
 

Quote data

Open: 2.490
High: 3.350
Low: 2.490
Previous Close: 2.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.17%
1 Month
  -30.38%
3 Months  
+33.06%
YTD  
+385.29%
1 Year  
+2.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.480 2.540
1M High / 1M Low: 5.300 2.540
6M High / 6M Low: 5.510 0.680
High (YTD): 30/04/2024 5.510
Low (YTD): 08/01/2024 0.820
52W High: 30/04/2024 5.510
52W Low: 29/12/2023 0.680
Avg. price 1W:   2.974
Avg. volume 1W:   0.000
Avg. price 1M:   3.980
Avg. volume 1M:   0.000
Avg. price 6M:   2.946
Avg. volume 6M:   0.000
Avg. price 1Y:   2.845
Avg. volume 1Y:   0.000
Volatility 1M:   160.91%
Volatility 6M:   179.71%
Volatility 1Y:   154.59%
Volatility 3Y:   -