Soc. Generale Put 0.93 USDCHF 21.06.2024
/ DE000SV62LQ6
Soc. Generale Put 0.93 USDCHF 21..../ DE000SV62LQ6 /
| 5/27/2024 9:49:33 PM |
Chg.+0.080 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.110EUR |
+3.94% |
2.120
Bid Size: 7,000 |
2.130
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.93 CHF |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
6/2/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-45.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.07 |
| Parity: |
1.54 |
| Time value: |
0.50 |
| Break-even: |
0.92 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-29.36 |
| Rho: |
0.00 |
Quote data
| Open: |
1.990 |
| High: |
2.110 |
| Low: |
1.980 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.94% |
| 1 Month |
|
|
-18.85% |
| 3 Months |
|
|
-67.88% |
| YTD |
|
|
-81.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.510 |
2.030 |
| 1M High / 1M Low: |
3.280 |
2.030 |
| 6M High / 6M Low: |
11.540 |
2.030 |
| High (YTD): |
1/8/2024 |
10.460 |
| Low (YTD): |
5/24/2024 |
2.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.173 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.79% |
| Volatility 6M: |
|
113.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
