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Soc. Generale Put 0.94 USDCHF 21..../  DE000SV1HH71  /

Frankfurt Zert./SG
2024-05-10  9:44:50 PM Chg.-0.050 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
3.970EUR -1.24% 3.970
Bid Size: 7,000		 3.990
Ask Size: 7,000		 CROSSRATE USD/CHF 0.94 - 2024-06-21 Put
 

Master data

WKN: SV1HH7
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.94 -
Maturity: 2024-06-21
Issue date: 2023-02-27
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -22.83
Leverage: Yes

Calculated values

Fair value: 3.03
Intrinsic value: 3.36
Implied volatility: 0.18
Historic volatility: 0.07
Parity: 3.36
Time value: 0.61
Break-even: 0.90
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.51%
Delta: -0.69
Theta: 0.00
Omega: -15.87
Rho: 0.00
 

Quote data

Open: 3.940
High: 4.030
Low: 3.840
Previous Close: 4.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.92%
1 Month  
+5.87%
3 Months
  -51.41%
YTD
  -68.72%
1 Year
  -53.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.060 3.790
1M High / 1M Low: 4.220 2.950
6M High / 6M Low: 12.690 2.950
High (YTD): 2024-01-08 11.460
Low (YTD): 2024-04-30 2.950
52W High: 2023-12-29 12.690
52W Low: 2024-04-30 2.950
Avg. price 1W:   3.930
Avg. volume 1W:   0.000
Avg. price 1M:   3.769
Avg. volume 1M:   0.000
Avg. price 6M:   7.489
Avg. volume 6M:   0.000
Avg. price 1Y:   7.949
Avg. volume 1Y:   0.000
Volatility 1M:   146.03%
Volatility 6M:   96.40%
Volatility 1Y:   80.65%
Volatility 3Y:   -