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Soc. Generale Call 0.9 USDCHF 21..../  DE000SV1HHR4  /

EUWAX
2024-06-05  5:15:50 PM Chg.+0.130 Bid5:18:42 PM Ask5:18:42 PM Underlying Strike price Expiration date Option type
0.320EUR +68.42% 0.320
Bid Size: 30,000		 0.330
Ask Size: 30,000		 CROSSRATE USD/CHF 0.90 CHF 2024-06-21 Call
 

Master data

WKN: SV1HHR
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.90 CHF
Maturity: 2024-06-21
Issue date: 2023-02-27
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 399.65
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.07
Parity: -1.01
Time value: 0.23
Break-even: 0.93
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 9.52%
Delta: 0.27
Theta: 0.00
Omega: 108.54
Rho: 0.00
 

Quote data

Open: 0.260
High: 0.320
Low: 0.250
Previous Close: 0.190
Turnover: 3,744
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -77.62%
1 Month
  -70.37%
3 Months
  -34.69%
YTD  
+77.78%
1 Year
  -83.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.430 0.190
1M High / 1M Low: 1.540 0.190
6M High / 6M Low: 1.900 0.180
High (YTD): 2024-04-30 1.900
Low (YTD): 2024-06-04 0.190
52W High: 2023-10-03 2.430
52W Low: 2023-12-29 0.180
Avg. price 1W:   0.696
Avg. volume 1W:   4,536
Avg. price 1M:   1.077
Avg. volume 1M:   1,030.909
Avg. price 6M:   0.731
Avg. volume 6M:   229.200
Avg. price 1Y:   1.017
Avg. volume 1Y:   111.914
Volatility 1M:   344.28%
Volatility 6M:   294.94%
Volatility 1Y:   231.58%
Volatility 3Y:   -