Soc. Generale Put 0.78 USDCHF 21.06.2024
/ DE000SV135M3
Soc. Generale Put 0.78 USDCHF 21..../ DE000SV135M3 /
27/05/2024 21:39:45 |
Chg.0.000 |
Bid21:59:05 |
Ask21:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.025EUR |
0.00% |
0.025 Bid Size: 10,000 |
0.075 Ask Size: 10,000 |
CROSSRATE USD/CHF |
0.78 CHF |
21/06/2024 |
Put |
Master data
WKN: |
SV135M |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.78 CHF |
Maturity: |
21/06/2024 |
Issue date: |
15/03/2023 |
Last trading day: |
20/06/2024 |
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: |
0.32 |
Historic volatility: |
0.07 |
Parity: |
-13.58 |
Time value: |
0.08 |
Break-even: |
0.79 |
Moneyness: |
0.85 |
Premium: |
0.15 |
Premium p.a.: |
6.51 |
Spread abs.: |
0.05 |
Spread %: |
200.00% |
Delta: |
-0.02 |
Theta: |
0.00 |
Omega: |
-30.52 |
Rho: |
0.00 |
Quote data
Open: |
0.025 |
High: |
0.025 |
Low: |
0.025 |
Previous Close: |
0.025 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.85% |
1 Month |
|
|
-3.85% |
3 Months |
|
|
-37.50% |
YTD |
|
|
-95.83% |
1 Year |
|
|
-96.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.026 |
0.025 |
1M High / 1M Low: |
0.026 |
0.025 |
6M High / 6M Low: |
0.600 |
0.025 |
High (YTD): |
02/01/2024 |
0.400 |
Low (YTD): |
24/05/2024 |
0.025 |
52W High: |
26/07/2023 |
1.030 |
52W Low: |
24/05/2024 |
0.025 |
Avg. price 1W: |
|
0.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.114 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.294 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
24.99% |
Volatility 6M: |
|
159.73% |
Volatility 1Y: |
|
145.05% |
Volatility 3Y: |
|
- |