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

Frankfurt Zert./SG
22/05/2024  09:46:13 Chg.-0.140 Bid10:28:45 Ask10:28:45 Underlying Strike price Expiration date Option type
1.460EUR -8.75% 1.400
Bid Size: 30,000		 1.410
Ask Size: 30,000		 CROSSRATE USD/CHF 0.92 CHF 21/06/2024 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: 21/06/2024
Issue date: 27/02/2023
Last trading day: 20/06/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -57.58
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.91
Implied volatility: 0.12
Historic volatility: 0.07
Parity: 0.91
Time value: 0.69
Break-even: 0.91
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.63%
Delta: -0.57
Theta: 0.00
Omega: -32.87
Rho: 0.00
 

Quote data

Open: 1.500
High: 1.500
Low: 1.430
Previous Close: 1.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -37.61%
1 Month
  -30.81%
3 Months
  -73.60%
YTD
  -86.16%
1 Year
  -79.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.340 1.600
1M High / 1M Low: 2.410 1.450
6M High / 6M Low: 10.550 1.450
High (YTD): 08/01/2024 9.370
Low (YTD): 30/04/2024 1.450
52W High: 29/12/2023 10.550
52W Low: 30/04/2024 1.450
Avg. price 1W:   1.916
Avg. volume 1W:   0.000
Avg. price 1M:   2.003
Avg. volume 1M:   0.000
Avg. price 6M:   5.364
Avg. volume 6M:   0.000
Avg. price 1Y:   6.009
Avg. volume 1Y:   0.000
Volatility 1M:   220.00%
Volatility 6M:   130.03%
Volatility 1Y:   106.25%
Volatility 3Y:   -