Soc. Generale Put 0.85 USDCHF 21.06.2024
/ DE000SV62LL7
Soc. Generale Put 0.85 USDCHF 21..../ DE000SV62LL7 /
2024-06-03 7:08:14 PM |
Chg.+0.002 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
+7.14% |
0.030 Bid Size: 30,000 |
0.080 Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.85 CHF |
2024-06-21 |
Put |
Master data
WKN: |
SV62LL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.85 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: |
-1,181.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.07 |
Parity: |
-5.34 |
Time value: |
0.08 |
Break-even: |
0.87 |
Moneyness: |
0.94 |
Premium: |
0.06 |
Premium p.a.: |
2.19 |
Spread abs.: |
0.05 |
Spread %: |
178.57% |
Delta: |
-0.05 |
Theta: |
0.00 |
Omega: |
-61.27 |
Rho: |
0.00 |
Quote data
Open: |
0.028 |
High: |
0.030 |
Low: |
0.027 |
Previous Close: |
0.028 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.38% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-95.38% |
YTD |
|
|
-99.23% |
1 Year |
|
|
-98.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.028 |
0.026 |
1M High / 1M Low: |
0.060 |
0.026 |
6M High / 6M Low: |
3.920 |
0.026 |
High (YTD): |
2024-01-02 |
3.010 |
Low (YTD): |
2024-05-29 |
0.026 |
52W High: |
2023-12-29 |
3.920 |
52W Low: |
2024-05-29 |
0.026 |
Avg. price 1W: |
|
0.027 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.033 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.979 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.547 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
112.06% |
Volatility 6M: |
|
210.68% |
Volatility 1Y: |
|
171.59% |
Volatility 3Y: |
|
- |