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Soc. Generale Call 1.01 USDCHF 21.../  DE000SV62LH5  /

Frankfurt Zert./SG
2024-05-27  12:12:46 PM Chg.0.000 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.025EUR 0.00% 0.025
Bid Size: 30,000		 0.075
Ask Size: 30,000		 CROSSRATE USD/CHF 1.01 CHF 2024-06-21 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: 2024-06-21
Issue date: 2023-06-02
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,229.23
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.07
Parity: -9.60
Time value: 0.08
Break-even: 1.02
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 3.30
Spread abs.: 0.05
Spread %: 200.00%
Delta: 0.04
Theta: 0.00
Omega: 47.27
Rho: 0.00
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.025
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -7.41%
3 Months
  -10.71%
YTD
  -16.67%
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): 2024-04-12 0.031
Low (YTD): 2024-05-24 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:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   28.00%
Volatility 6M:   53.36%
Volatility 1Y:   -
Volatility 3Y:   -