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Soc. Generale Call 0.88 USDCHF 21.../  DE000SV1HHQ6  /

Frankfurt Zert./SG
6/17/2024  9:38:41 PM Chg.-0.020 Bid9:38:48 PM Ask9:38:48 PM Underlying Strike price Expiration date Option type
1.130EUR -1.74% 1.140
Bid Size: 15,000		 1.150
Ask Size: 15,000		 CROSSRATE USD/CHF 0.88 CHF 6/21/2024 Call
 

Master data

WKN: SV1HHQ
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.88 CHF
Maturity: 6/21/2024
Issue date: 2/27/2023
Last trading day: 6/20/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 79.84
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.07
Implied volatility: 0.10
Historic volatility: 0.07
Parity: 1.07
Time value: 0.10
Break-even: 0.94
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.86%
Delta: 0.87
Theta: 0.00
Omega: 69.19
Rho: 0.00
 

Quote data

Open: 1.200
High: 1.340
Low: 1.130
Previous Close: 1.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -34.30%
1 Month
  -57.03%
3 Months  
+5.61%
YTD  
+264.52%
1 Year
  -47.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.820 1.150
1M High / 1M Low: 3.320 1.150
6M High / 6M Low: 3.580 0.310
High (YTD): 4/30/2024 3.580
Low (YTD): 1/8/2024 0.390
52W High: 4/30/2024 3.580
52W Low: 12/29/2023 0.310
Avg. price 1W:   1.524
Avg. volume 1W:   0.000
Avg. price 1M:   2.237
Avg. volume 1M:   0.000
Avg. price 6M:   1.626
Avg. volume 6M:   0.000
Avg. price 1Y:   1.739
Avg. volume 1Y:   29.957
Volatility 1M:   281.69%
Volatility 6M:   243.04%
Volatility 1Y:   199.21%
Volatility 3Y:   -