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

Frankfurt Zert./SG
2024-05-13  9:49:18 AM Chg.-0.008 Bid9:52:25 AM Ask9:52:25 AM Underlying Strike price Expiration date Option type
0.044EUR -15.38% 0.044
Bid Size: 30,000		 0.094
Ask Size: 30,000		 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: 1,009.15
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.07
Parity: -4.47
Time value: 0.09
Break-even: 0.97
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.53
Spread abs.: 0.04
Spread %: 76.92%
Delta: 0.08
Theta: 0.00
Omega: 76.53
Rho: 0.00
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.052
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -78.00%
3 Months
  -60.00%
YTD
  -2.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.051
1M High / 1M Low: 0.180 0.051
6M High / 6M Low: 0.340 0.037
High (YTD): 2024-04-12 0.200
Low (YTD): 2024-03-13 0.037
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.78%
Volatility 6M:   268.60%
Volatility 1Y:   -
Volatility 3Y:   -