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Soc. Generale Call 0.92 USDCHF 21.../  DE000SV1HHS2  /

Frankfurt Zert./SG
2024-05-13  9:44:31 PM Chg.+0.040 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
0.360EUR +12.50% 0.340
Bid Size: 8,900		 0.360
Ask Size: 8,900		 CROSSRATE USD/CHF 0.92 CHF 2024-06-21 Call
 

Master data

WKN: SV1HHS
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.92 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: 273.07
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.07
Parity: -1.39
Time value: 0.34
Break-even: 0.95
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.30
Theta: 0.00
Omega: 80.87
Rho: 0.00
 

Quote data

Open: 0.310
High: 0.360
Low: 0.280
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.86%
1 Month
  -53.25%
3 Months  
+2.86%
YTD  
+271.13%
1 Year
  -75.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.320
1M High / 1M Low: 0.770 0.320
6M High / 6M Low: 0.770 0.097
High (YTD): 2024-04-30 0.770
Low (YTD): 2024-01-08 0.110
52W High: 2023-10-03 1.600
52W Low: 2023-12-29 0.097
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.537
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.625
Avg. volume 1Y:   0.000
Volatility 1M:   297.96%
Volatility 6M:   284.10%
Volatility 1Y:   224.86%
Volatility 3Y:   -