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Soc. Generale Put 0.78 USDCHF 21..../  DE000SV135M3  /

Frankfurt Zert./SG
5/23/2024  9:47:28 PM Chg.+0.001 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
0.026EUR +4.00% 0.026
Bid Size: 10,000		 0.076
Ask Size: 10,000		 CROSSRATE USD/CHF 0.78 CHF 6/21/2024 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: 6/21/2024
Issue date: 3/15/2023
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: 0.30
Historic volatility: 0.07
Parity: -13.70
Time value: 0.08
Break-even: 0.79
Moneyness: 0.85
Premium: 0.15
Premium p.a.: 4.75
Spread abs.: 0.05
Spread %: 200.00%
Delta: -0.02
Theta: 0.00
Omega: -30.31
Rho: 0.00
 

Quote data

Open: 0.025
High: 0.026
Low: 0.025
Previous Close: 0.025
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -38.10%
YTD
  -95.67%
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): 1/2/2024 0.400
Low (YTD): 5/22/2024 0.025
52W High: 7/26/2023 1.030
52W Low: 5/22/2024 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:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   13.27%
Volatility 6M:   160.00%
Volatility 1Y:   144.50%
Volatility 3Y:   -