Soc. Generale Put 0.97 EURCHF 21.06.2024
/ DE000SV62CS1
Soc. Generale Put 0.97 EURCHF 21..../ DE000SV62CS1 /
| 2024-06-14 9:49:34 PM |
Chg.+0.670 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.900EUR |
+54.47% |
1.890
Bid Size: 10,000 |
1.910
Ask Size: 10,000 |
CROSSRATE EUR/CHF |
0.97 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
SV62CS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.97 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: |
-52.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.05 |
| Parity: |
1.79 |
| Time value: |
0.10 |
| Break-even: |
1.00 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.07% |
| Delta: |
-0.83 |
| Theta: |
0.00 |
| Omega: |
-44.03 |
| Rho: |
0.00 |
Quote data
| Open: |
1.340 |
| High: |
2.020 |
| Low: |
1.340 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+183.58% |
| 1 Month |
|
|
+475.76% |
| 3 Months |
|
|
-4.04% |
| YTD |
|
|
-67.85% |
| 1 Year |
|
|
-36.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
0.730 |
| 1M High / 1M Low: |
1.900 |
0.086 |
| 6M High / 6M Low: |
5.910 |
0.086 |
| High (YTD): |
2024-01-03 |
5.750 |
| Low (YTD): |
2024-05-27 |
0.086 |
| 52W High: |
2023-12-29 |
5.910 |
| 52W Low: |
2024-05-27 |
0.086 |
| Avg. price 1W: |
|
1.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.103 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
760.02% |
| Volatility 6M: |
|
353.14% |
| Volatility 1Y: |
|
256.01% |
| Volatility 3Y: |
|
- |
