Soc. Generale Put 0.95 USDCHF 21.06.2024
/ DE000SV62LR4
Soc. Generale Put 0.95 USDCHF 21..../ DE000SV62LR4 /
2024-05-10 9:35:18 PM |
Chg.-0.050 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.960EUR |
-1.00% |
4.960 Bid Size: 7,000 |
4.980 Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.95 CHF |
2024-06-21 |
Put |
Master data
WKN: |
SV62LR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.95 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: |
-18.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.07 |
Intrinsic value: |
4.47 |
Implied volatility: |
0.19 |
Historic volatility: |
0.07 |
Parity: |
4.47 |
Time value: |
0.49 |
Break-even: |
0.92 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.40% |
Delta: |
-0.74 |
Theta: |
0.00 |
Omega: |
-13.80 |
Rho: |
0.00 |
Quote data
Open: |
4.910 |
High: |
5.010 |
Low: |
4.840 |
Previous Close: |
5.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.25% |
1 Month |
|
|
+6.21% |
3 Months |
|
|
-46.03% |
YTD |
|
|
-63.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.030 |
4.760 |
1M High / 1M Low: |
5.180 |
3.860 |
6M High / 6M Low: |
13.730 |
3.860 |
High (YTD): |
2024-01-08 |
12.520 |
Low (YTD): |
2024-04-30 |
3.860 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.908 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.715 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.487 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.73% |
Volatility 6M: |
|
84.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |