OverviewChartNewsTraderScreen

Soc. Generale Call 0.91 USDCHF 21.../  DE000SV62LC6  /

Frankfurt Zert./SG
2024-05-13  2:37:35 PM Chg.-0.030 Bid3:37:16 PM Ask3:37:16 PM Underlying Strike price Expiration date Option type
0.580EUR -4.92% 0.550
Bid Size: 30,000		 0.560
Ask Size: 30,000		 CROSSRATE USD/CHF 0.91 CHF 2024-06-21 Call
 

Master data

WKN: SV62LC
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.91 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: 149.75
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.07
Parity: -0.37
Time value: 0.62
Break-even: 0.94
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.51
Theta: 0.00
Omega: 75.97
Rho: 0.00
 

Quote data

Open: 0.600
High: 0.610
Low: 0.580
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.77%
1 Month
  -50.00%
3 Months  
+11.54%
YTD  
+346.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.600
1M High / 1M Low: 1.250 0.600
6M High / 6M Low: 1.250 0.130
High (YTD): 2024-04-30 1.250
Low (YTD): 2024-01-08 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   0.892
Avg. volume 1M:   0.000
Avg. price 6M:   0.479
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.85%
Volatility 6M:   276.88%
Volatility 1Y:   -
Volatility 3Y:   -