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Soc. Generale Put 0.92 USDCHF 21..../  DE000SV1HH63  /

Frankfurt Zert./SG
2024-05-13  5:55:46 PM Chg.-0.100 Bid6:08:27 PM Ask6:08:27 PM Underlying Strike price Expiration date Option type
2.060EUR -4.63% 2.040
Bid Size: 30,000		 2.050
Ask Size: 30,000		 CROSSRATE USD/CHF 0.92 CHF 2024-06-21 Put
 

Master data

WKN: SV1HH6
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.92 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: -43.18
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.39
Implied volatility: 0.13
Historic volatility: 0.07
Parity: 1.39
Time value: 0.76
Break-even: 0.92
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.47%
Delta: -0.59
Theta: 0.00
Omega: -25.51
Rho: 0.00
 

Quote data

Open: 2.120
High: 2.250
Low: 2.060
Previous Close: 2.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.44%
1 Month
  -4.19%
3 Months
  -59.53%
YTD
  -80.47%
1 Year
  -70.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.250 2.030
1M High / 1M Low: 2.410 1.450
6M High / 6M Low: 10.550 1.450
High (YTD): 2024-01-08 9.370
Low (YTD): 2024-04-30 1.450
52W High: 2023-12-29 10.550
52W Low: 2024-04-30 1.450
Avg. price 1W:   2.138
Avg. volume 1W:   0.000
Avg. price 1M:   2.074
Avg. volume 1M:   0.000
Avg. price 6M:   5.583
Avg. volume 6M:   0.000
Avg. price 1Y:   6.138
Avg. volume 1Y:   0.000
Volatility 1M:   217.07%
Volatility 6M:   129.38%
Volatility 1Y:   104.37%
Volatility 3Y:   -