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Soc. Generale Put 0.91 USDCHF 21..../  DE000SV62LP8  /

EUWAX
11/06/2024  17:09:14 Chg.-0.25 Bid17:30:16 Ask17:30:16 Underlying Strike price Expiration date Option type
1.46EUR -14.62% 1.50
Bid Size: 3,000		 1.51
Ask Size: 3,000		 CROSSRATE USD/CHF 0.91 CHF 21/06/2024 Put
 

Master data

WKN: SV62LP
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.91 CHF
Maturity: 21/06/2024
Issue date: 02/06/2023
Last trading day: 20/06/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -53.38
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.39
Implied volatility: 0.15
Historic volatility: 0.07
Parity: 1.39
Time value: 0.35
Break-even: 0.93
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.58%
Delta: -0.70
Theta: 0.00
Omega: -37.45
Rho: 0.00
 

Quote data

Open: 1.70
High: 1.70
Low: 1.46
Previous Close: 1.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.67%
1 Month  
+4.29%
3 Months
  -68.26%
YTD
  -84.73%
1 Year
  -73.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.42 1.71
1M High / 1M Low: 2.42 0.68
6M High / 6M Low: 9.56 0.68
High (YTD): 08/01/2024 8.33
Low (YTD): 29/05/2024 0.68
52W High: 29/12/2023 9.56
52W Low: 29/05/2024 0.68
Avg. price 1W:   2.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   3.99
Avg. volume 6M:   0.00
Avg. price 1Y:   4.93
Avg. volume 1Y:   0.00
Volatility 1M:   397.50%
Volatility 6M:   210.04%
Volatility 1Y:   158.91%
Volatility 3Y:   -