Soc. Generale Call 0.87 USDCHF 21.06.2024
/ DE000SV62LA0
Soc. Generale Call 0.87 USDCHF 21.../ DE000SV62LA0 /
| 2024-05-10 9:47:43 PM |
Chg.+0.060 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.420EUR |
+1.79% |
3.420
Bid Size: 7,000 |
3.430
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.87 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SV62LA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.87 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
26.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.13 |
| Intrinsic value: |
3.73 |
| Implied volatility: |
- |
| Historic volatility: |
0.07 |
| Parity: |
3.73 |
| Time value: |
-0.29 |
| Break-even: |
0.93 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.450 |
| High: |
3.520 |
| Low: |
3.360 |
| Previous Close: |
3.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.27% |
| 1 Month |
|
|
-14.71% |
| 3 Months |
|
|
+137.50% |
| YTD |
|
|
+660.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.620 |
3.360 |
| 1M High / 1M Low: |
4.520 |
3.280 |
| 6M High / 6M Low: |
4.520 |
0.450 |
| High (YTD): |
2024-04-30 |
4.520 |
| Low (YTD): |
2024-01-08 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.779 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.918 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.65% |
| Volatility 6M: |
|
207.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
