Soc. Generale Call 0.91 USDCHF 21.06.2024
/ DE000SV62LC6
Soc. Generale Call 0.91 USDCHF 21.../ DE000SV62LC6 /
| 5/28/2024 8:51:24 AM |
Chg.-0.090 |
Bid9:06:31 AM |
Ask9:06:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-11.54% |
0.690
Bid Size: 30,000 |
0.700
Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.91 CHF |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
6/2/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
104.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.07 |
| Parity: |
0.47 |
| Time value: |
0.41 |
| Break-even: |
0.93 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
78.19 |
| Rho: |
0.00 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
-33.65% |
| 3 Months |
|
|
+146.43% |
| YTD |
|
|
+430.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.660 |
| 1M High / 1M Low: |
1.250 |
0.440 |
| 6M High / 6M Low: |
1.250 |
0.130 |
| High (YTD): |
4/30/2024 |
1.250 |
| Low (YTD): |
1/8/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.721 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.484 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.21% |
| Volatility 6M: |
|
280.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
