Soc. Generale Call 0.86 USDCHF 21.06.2024
/ DE000SV135L5
Soc. Generale Call 0.86 USDCHF 21.../ DE000SV135L5 /
5/27/2024 2:17:54 PM |
Chg.0.000 |
Bid3:21:47 PM |
Ask3:21:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.250EUR |
0.00% |
5.250 Bid Size: 30,000 |
5.270 Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.86 CHF |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
3/15/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
17.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.74 |
Intrinsic value: |
5.51 |
Implied volatility: |
- |
Historic volatility: |
0.07 |
Parity: |
5.51 |
Time value: |
-0.22 |
Break-even: |
0.92 |
Moneyness: |
1.06 |
Premium: |
0.00 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.38% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
5.280 |
High: |
5.280 |
Low: |
5.170 |
Previous Close: |
5.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.76% |
1 Month |
|
|
+4.79% |
3 Months |
|
|
+162.50% |
YTD |
|
|
+672.06% |
1 Year |
|
|
+34.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.300 |
4.740 |
1M High / 1M Low: |
5.510 |
4.050 |
6M High / 6M Low: |
5.510 |
0.680 |
High (YTD): |
4/30/2024 |
5.510 |
Low (YTD): |
1/8/2024 |
0.820 |
52W High: |
4/30/2024 |
5.510 |
52W Low: |
12/29/2023 |
0.680 |
Avg. price 1W: |
|
5.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.663 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.682 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.835 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
113.53% |
Volatility 6M: |
|
179.31% |
Volatility 1Y: |
|
150.53% |
Volatility 3Y: |
|
- |