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

Frankfurt Zert./SG
2024-05-13  8:25:21 PM Chg.-0.170 Bid9:05:08 PM Ask9:05:08 PM Underlying Strike price Expiration date Option type
2.850EUR -5.63% 2.830
Bid Size: 15,000		 2.840
Ask Size: 15,000		 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: -30.74
Leverage: Yes

Calculated values

Fair value: 2.22
Intrinsic value: 2.42
Implied volatility: 0.15
Historic volatility: 0.07
Parity: 2.42
Time value: 0.60
Break-even: 0.92
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.33%
Delta: -0.66
Theta: 0.00
Omega: -20.34
Rho: 0.00
 

Quote data

Open: 2.990
High: 3.060
Low: 2.850
Previous Close: 3.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.65%
1 Month
  -1.38%
3 Months
  -52.58%
YTD
  -75.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.120 2.860
1M High / 1M Low: 3.280 2.130
6M High / 6M Low: 11.540 2.130
High (YTD): 2024-01-08 10.460
Low (YTD): 2024-04-30 2.130
52W High: - -
52W Low: - -
Avg. price 1W:   2.992
Avg. volume 1W:   0.000
Avg. price 1M:   2.875
Avg. volume 1M:   0.000
Avg. price 6M:   6.518
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.76%
Volatility 6M:   112.02%
Volatility 1Y:   -
Volatility 3Y:   -