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Soc. Generale Call 0.93 USDCHF 21.../  DE000SV62LD4  /

Frankfurt Zert./SG
2024-05-13  2:22:10 PM Chg.-0.010 Bid2024-05-13 Ask2024-05-13 Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.150
Bid Size: 30,000		 0.180
Ask Size: 30,000		 CROSSRATE USD/CHF 0.93 CHF 2024-06-21 Call
 

Master data

WKN: SV62LD
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.93 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: 464.21
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.07
Parity: -2.42
Time value: 0.20
Break-even: 0.95
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.18
Theta: 0.00
Omega: 81.76
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.160
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -69.39%
3 Months
  -34.78%
YTD  
+114.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.160
1M High / 1M Low: 0.480 0.160
6M High / 6M Low: 0.600 0.035
High (YTD): 2024-04-12 0.490
Low (YTD): 2024-01-08 0.035
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.312
Avg. volume 1M:   0.000
Avg. price 6M:   0.199
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   319.36%
Volatility 6M:   350.07%
Volatility 1Y:   -
Volatility 3Y:   -