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Soc. Generale Put 0.87 USDCHF 21..../  DE000SV62LM5  /

Frankfurt Zert./SG
2024-05-10  9:35:44 PM Chg.-0.010 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.110
Bid Size: 10,000		 0.150
Ask Size: 10,000		 CROSSRATE USD/CHF 0.87 CHF 2024-06-21 Put
 

Master data

WKN: SV62LM
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.87 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: -618.95
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.07
Parity: -3.73
Time value: 0.15
Break-even: 0.89
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.44
Spread abs.: 0.04
Spread %: 36.36%
Delta: -0.10
Theta: 0.00
Omega: -59.54
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.120
Low: 0.100
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.84%
1 Month
  -42.86%
3 Months
  -94.31%
YTD
  -97.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.220 0.087
6M High / 6M Low: 5.610 0.087
High (YTD): 2024-01-08 4.540
Low (YTD): 2024-04-30 0.087
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   1.976
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   348.00%
Volatility 6M:   221.44%
Volatility 1Y:   -
Volatility 3Y:   -