Soc. Generale Put 0.95 USDCHF 21.06.2024
/ DE000SV62LR4
Soc. Generale Put 0.95 USDCHF 21..../ DE000SV62LR4 /
| 24/05/2024 21:49:24 |
Chg.-0.020 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.910EUR |
-0.51% |
3.910
Bid Size: 7,000 |
3.930
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.95 CHF |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
02/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-23.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.07 |
| Parity: |
3.56 |
| Time value: |
0.35 |
| Break-even: |
0.92 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
-0.76 |
| Theta: |
0.00 |
| Omega: |
-17.87 |
| Rho: |
0.00 |
Quote data
| Open: |
3.880 |
| High: |
3.940 |
| Low: |
3.840 |
| Previous Close: |
3.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.73% |
| 1 Month |
|
|
-11.34% |
| 3 Months |
|
|
-54.05% |
| YTD |
|
|
-71.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.450 |
3.880 |
| 1M High / 1M Low: |
5.220 |
3.860 |
| 6M High / 6M Low: |
13.730 |
3.860 |
| High (YTD): |
08/01/2024 |
12.520 |
| Low (YTD): |
30/04/2024 |
3.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.143 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.26% |
| Volatility 6M: |
|
84.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
