Soc. Generale Put 0.94 USDCHF 21.06.2024
/ DE000SV1HH71
Soc. Generale Put 0.94 USDCHF 21..../ DE000SV1HH71 /
| 24/05/2024 21:36:01 |
Chg.-0.020 |
Bid21:59:00 |
Ask21:59:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.940EUR |
-0.68% |
2.940
Bid Size: 7,000 |
2.960
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.94 - |
21/06/2024 |
Put |
Master data
| WKN: |
SV1HH7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.94 - |
| Maturity: |
21/06/2024 |
| Issue date: |
27/02/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-31.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.07 |
| Parity: |
2.53 |
| Time value: |
0.41 |
| Break-even: |
0.91 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-22.18 |
| Rho: |
0.00 |
Quote data
| Open: |
2.920 |
| High: |
2.990 |
| Low: |
2.900 |
| Previous Close: |
2.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.23% |
| 1 Month |
|
|
-15.52% |
| 3 Months |
|
|
-60.64% |
| YTD |
|
|
-76.83% |
| 1 Year |
|
|
-63.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.460 |
2.920 |
| 1M High / 1M Low: |
4.220 |
2.920 |
| 6M High / 6M Low: |
12.690 |
2.920 |
| High (YTD): |
08/01/2024 |
11.460 |
| Low (YTD): |
22/05/2024 |
2.920 |
| 52W High: |
29/12/2023 |
12.690 |
| 52W Low: |
22/05/2024 |
2.920 |
| Avg. price 1W: |
|
3.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.144 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
7.758 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
157.43% |
| Volatility 6M: |
|
97.16% |
| Volatility 1Y: |
|
82.53% |
| Volatility 3Y: |
|
- |
