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

Frankfurt Zert./SG
28/05/2024  09:46:55 Chg.-0.004 Bid28/05/2024 Ask28/05/2024 Underlying Strike price Expiration date Option type
0.032EUR -11.11% 0.032
Bid Size: 30,000		 0.082
Ask Size: 30,000		 CROSSRATE USD/CHF 0.95 CHF 21/06/2024 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: 21/06/2024
Issue date: 02/06/2023
Last trading day: 20/06/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,070.89
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.07
Parity: -3.66
Time value: 0.09
Break-even: 0.96
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.83
Spread abs.: 0.05
Spread %: 138.89%
Delta: 0.08
Theta: 0.00
Omega: 86.18
Rho: 0.00
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.036
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -73.33%
3 Months
  -40.74%
YTD
  -28.89%
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): 12/04/2024 0.200
Low (YTD): 16/05/2024 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:   -