Soc. Generale Put 0.8 USDCHF 21.06.2024
/ DE000SV1HH06
Soc. Generale Put 0.8 USDCHF 21.0.../ DE000SV1HH06 /
24/05/2024 21:13:33 |
Chg.-0.001 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.025EUR |
-3.85% |
- Bid Size: - |
- Ask Size: - |
CROSSRATE USD/CHF |
0.80 CHF |
21/06/2024 |
Put |
Master data
WKN: |
SV1HH0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.80 CHF |
Maturity: |
21/06/2024 |
Issue date: |
27/02/2023 |
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: |
0.27 |
Historic volatility: |
0.07 |
Parity: |
-11.56 |
Time value: |
0.08 |
Break-even: |
0.81 |
Moneyness: |
0.87 |
Premium: |
0.13 |
Premium p.a.: |
3.99 |
Spread abs.: |
0.05 |
Spread %: |
200.00% |
Delta: |
-0.03 |
Theta: |
0.00 |
Omega: |
-34.70 |
Rho: |
0.00 |
Quote data
Open: |
0.026 |
High: |
0.026 |
Low: |
0.025 |
Previous Close: |
0.026 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.85% |
1 Month |
|
|
-3.85% |
3 Months |
|
|
-52.83% |
YTD |
|
|
-97.64% |
1 Year |
|
|
-97.57% |
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: |
1.060 |
0.009 |
High (YTD): |
02/01/2024 |
0.730 |
Low (YTD): |
18/03/2024 |
0.009 |
52W High: |
18/07/2023 |
1.560 |
52W Low: |
18/03/2024 |
0.009 |
Avg. price 1W: |
|
0.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.193 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.461 |
Avg. volume 1Y: |
|
15.686 |
Volatility 1M: |
|
24.33% |
Volatility 6M: |
|
342.64% |
Volatility 1Y: |
|
259.62% |
Volatility 3Y: |
|
- |