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Soc. Generale Put 0.96 USDCHF 21..../  DE000SV1HH89  /

Frankfurt Zert./SG
2024-06-17  1:26:15 PM Chg.-0.230 Bid2:16:34 PM Ask2:16:34 PM Underlying Strike price Expiration date Option type
7.210EUR -3.09% 7.160
Bid Size: 30,000		 7.180
Ask Size: 30,000		 CROSSRATE USD/CHF 0.96 CHF 2024-06-21 Put
 

Master data

WKN: SV1HH8
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.96 CHF
Maturity: 2024-06-21
Issue date: 2023-02-27
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -12.54
Leverage: Yes

Calculated values

Fair value: 7.29
Intrinsic value: 7.33
Implied volatility: 0.49
Historic volatility: 0.07
Parity: 7.33
Time value: 0.12
Break-even: 0.93
Moneyness: 1.08
Premium: 0.00
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.27%
Delta: -0.92
Theta: 0.00
Omega: -11.59
Rho: 0.00
 

Quote data

Open: 7.350
High: 7.390
Low: 7.200
Previous Close: 7.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.66%
1 Month  
+27.39%
3 Months
  -18.90%
YTD
  -51.22%
1 Year
  -29.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.440 6.640
1M High / 1M Low: 7.470 4.870
6M High / 6M Low: 14.780 4.830
High (YTD): 2024-01-08 13.620
Low (YTD): 2024-04-30 4.830
52W High: 2023-12-29 14.780
52W Low: 2024-04-30 4.830
Avg. price 1W:   6.964
Avg. volume 1W:   0.000
Avg. price 1M:   6.130
Avg. volume 1M:   0.000
Avg. price 6M:   8.624
Avg. volume 6M:   0.000
Avg. price 1Y:   9.500
Avg. volume 1Y:   0.000
Volatility 1M:   109.57%
Volatility 6M:   82.70%
Volatility 1Y:   70.10%
Volatility 3Y:   -