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Soc. Generale Call 0.95 USDCHF 21.../  DE000SV62LE2  /

Frankfurt Zert./SG
2024-05-27  9:38:36 PM Chg.-0.010 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
0.036EUR -21.74% 0.036
Bid Size: 10,000		 0.086
Ask Size: 10,000		 CROSSRATE USD/CHF 0.95 CHF 2024-06-21 Call
 

Master data

WKN: SV62LE
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/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: 1,072.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.07
Parity: -3.56
Time value: 0.09
Break-even: 0.96
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.76
Spread abs.: 0.04
Spread %: 86.96%
Delta: 0.08
Theta: 0.00
Omega: 88.24
Rho: 0.00
 

Quote data

Open: 0.038
High: 0.043
Low: 0.036
Previous Close: 0.046
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -70.00%
3 Months
  -33.33%
YTD
  -20.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.036
1M High / 1M Low: 0.140 0.034
6M High / 6M Low: 0.200 0.034
High (YTD): 2024-04-12 0.200
Low (YTD): 2024-05-16 0.034
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   322.34%
Volatility 6M:   271.70%
Volatility 1Y:   -
Volatility 3Y:   -