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Soc. Generale Put 0.88 USDCHF 21..../  DE000SV1HH48  /

Frankfurt Zert./SG
2024-06-10  9:49:32 PM Chg.-0.010 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.160EUR -5.88% 0.160
Bid Size: 10,000		 0.180
Ask Size: 10,000		 CROSSRATE USD/CHF 0.88 CHF 2024-06-21 Put
 

Master data

WKN: SV1HH4
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.88 CHF
Maturity: 2024-06-21
Issue date: 2023-02-27
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -514.34
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.07
Parity: -1.72
Time value: 0.18
Break-even: 0.91
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 0.96
Spread abs.: 0.02
Spread %: 12.50%
Delta: -0.17
Theta: 0.00
Omega: -87.88
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.170
Low: 0.140
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -33.33%
3 Months
  -92.66%
YTD
  -97.55%
1 Year
  -95.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.170
1M High / 1M Low: 0.380 0.062
6M High / 6M Low: 6.520 0.062
High (YTD): 2024-01-08 5.420
Low (YTD): 2024-05-29 0.062
52W High: 2023-12-29 6.520
52W Low: 2024-05-29 0.062
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   2.043
Avg. volume 6M:   0.000
Avg. price 1Y:   2.874
Avg. volume 1Y:   0.000
Volatility 1M:   625.67%
Volatility 6M:   314.88%
Volatility 1Y:   233.15%
Volatility 3Y:   -