Soc. Generale Call 1.01 USDCHF 21.06.2024
/ DE000SV62LH5
Soc. Generale Call 1.01 USDCHF 21.../ DE000SV62LH5 /
| 5/23/2024 6:06:38 PM |
Chg.+0.001 |
Bid7:02:01 PM |
Ask7:02:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+4.00% |
0.026
Bid Size: 30,000 |
0.076
Ask Size: 30,000 |
CROSSRATE USD/CHF |
1.01 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
SV62LH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.01 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
6/2/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
1,232.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.07 |
| Parity: |
-9.51 |
| Time value: |
0.08 |
| Break-even: |
1.02 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
2.46 |
| Spread abs.: |
0.05 |
| Spread %: |
200.00% |
| Delta: |
0.04 |
| Theta: |
0.00 |
| Omega: |
47.81 |
| Rho: |
0.00 |
Quote data
| Open: |
0.025 |
| High: |
0.026 |
| Low: |
0.025 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
-13.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.025 |
| 1M High / 1M Low: |
0.027 |
0.025 |
| 6M High / 6M Low: |
0.045 |
0.025 |
| High (YTD): |
4/12/2024 |
0.031 |
| Low (YTD): |
5/22/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.030 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.08% |
| Volatility 6M: |
|
54.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
