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Soc. Generale Call 0.95 EURCHF 21.../  DE000SV62CE1  /

Frankfurt Zert./SG
2024-06-19  8:47:26 AM Chg.-0.050 Bid9:05:22 AM Ask9:05:22 AM Underlying Strike price Expiration date Option type
0.390EUR -11.36% 0.430
Bid Size: 50,000		 0.440
Ask Size: 50,000		 CROSSRATE EUR/CHF 0.95 CHF 2024-06-21 Call
 

Master data

WKN: SV62CE
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 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: 125.00
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.51
Implied volatility: 0.13
Historic volatility: 0.05
Parity: 0.51
Time value: 0.29
Break-even: 1.00
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.67
Theta: 0.00
Omega: 83.96
Rho: 0.00
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -77.06%
1 Month
  -89.17%
3 Months
  -76.51%
YTD
  -31.58%
1 Year
  -87.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 0.440
1M High / 1M Low: 4.090 0.440
6M High / 6M Low: 4.090 0.440
High (YTD): 2024-05-24 4.090
Low (YTD): 2024-06-18 0.440
52W High: 2024-05-24 4.090
52W Low: 2024-06-18 0.440
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   2.485
Avg. volume 1M:   0.000
Avg. price 6M:   1.763
Avg. volume 6M:   0.000
Avg. price 1Y:   1.873
Avg. volume 1Y:   6.836
Volatility 1M:   287.75%
Volatility 6M:   196.00%
Volatility 1Y:   160.49%
Volatility 3Y:   -