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Soc. Generale Put 0.93 USDCHF 21..../  DE000SV62LQ6  /

Frankfurt Zert./SG
2024-05-28  5:56:44 PM Chg.+0.240 Bid6:35:03 PM Ask6:35:03 PM Underlying Strike price Expiration date Option type
2.350EUR +11.37% 2.330
Bid Size: 30,000		 2.350
Ask Size: 30,000		 CROSSRATE USD/CHF 0.93 CHF 2024-06-21 Put
 

Master data

WKN: SV62LQ
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.93 CHF
Maturity: 2024-06-21
Issue date: 2023-06-02
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -43.65
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 1.65
Implied volatility: 0.13
Historic volatility: 0.07
Parity: 1.65
Time value: 0.46
Break-even: 0.92
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.48%
Delta: -0.66
Theta: 0.00
Omega: -28.98
Rho: 0.00
 

Quote data

Open: 2.240
High: 2.380
Low: 2.210
Previous Close: 2.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.69%
1 Month
  -9.62%
3 Months
  -64.39%
YTD
  -79.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.440 2.030
1M High / 1M Low: 3.280 2.030
6M High / 6M Low: 11.540 2.030
High (YTD): 2024-01-08 10.460
Low (YTD): 2024-05-24 2.030
52W High: - -
52W Low: - -
Avg. price 1W:   2.134
Avg. volume 1W:   0.000
Avg. price 1M:   2.696
Avg. volume 1M:   0.000
Avg. price 6M:   6.131
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.41%
Volatility 6M:   113.89%
Volatility 1Y:   -
Volatility 3Y:   -