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Soc. Generale Put 0.85 USDCHF 21..../  DE000SV62LL7  /

EUWAX
6/18/2024  9:22:13 AM Chg.0.000 Bid9:26:31 AM Ask9:26:31 AM Underlying Strike price Expiration date Option type
0.027EUR 0.00% 0.028
Bid Size: 30,000		 0.078
Ask Size: 30,000		 CROSSRATE USD/CHF 0.85 CHF 6/21/2024 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: 6/21/2024
Issue date: 6/2/2023
Last trading day: 6/20/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -1,209.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.07
Parity: -4.14
Time value: 0.08
Break-even: 0.89
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 185.19%
Delta: -0.06
Theta: 0.00
Omega: -75.66
Rho: 0.00
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -3.57%
3 Months
  -92.29%
YTD
  -99.31%
1 Year
  -98.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.028 0.027
1M High / 1M Low: 0.037 0.026
6M High / 6M Low: 3.920 0.026
High (YTD): 1/2/2024 3.010
Low (YTD): 5/29/2024 0.026
52W High: 12/29/2023 3.920
52W Low: 5/29/2024 0.026
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.832
Avg. volume 6M:   0.000
Avg. price 1Y:   1.459
Avg. volume 1Y:   0.000
Volatility 1M:   127.77%
Volatility 6M:   213.30%
Volatility 1Y:   172.13%
Volatility 3Y:   -