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

Frankfurt Zert./SG
5/27/2024  5:34:34 PM Chg.-0.002 Bid5:50:57 PM Ask5:50:57 PM Underlying Strike price Expiration date Option type
0.033EUR -5.71% 0.034
Bid Size: 30,000		 0.084
Ask Size: 30,000		 CROSSRATE USD/CHF 0.87 CHF 6/21/2024 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: 6/21/2024
Issue date: 6/2/2023
Last trading day: 6/20/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -1,084.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.07
Parity: -4.51
Time value: 0.09
Break-even: 0.88
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 1.03
Spread abs.: 0.05
Spread %: 142.86%
Delta: -0.06
Theta: 0.00
Omega: -66.27
Rho: 0.00
 

Quote data

Open: 0.032
High: 0.033
Low: 0.032
Previous Close: 0.035
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -41.07%
1 Month
  -78.00%
3 Months
  -97.96%
YTD
  -99.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.035
1M High / 1M Low: 0.190 0.035
6M High / 6M Low: 5.610 0.035
High (YTD): 1/8/2024 4.540
Low (YTD): 5/24/2024 0.035
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   1.800
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   385.24%
Volatility 6M:   229.54%
Volatility 1Y:   -
Volatility 3Y:   -