OverviewChartNewsTraderScreen

Soc. Generale Put 0.98 USDCHF 21..../  DE000SV1HH97  /

Frankfurt Zert./SG
2024-06-07  9:43:21 PM Chg.-0.670 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
8.820EUR -7.06% 8.790
Bid Size: 7,000		 8.810
Ask Size: 7,000		 CROSSRATE USD/CHF 0.98 CHF 2024-06-21 Put
 

Master data

WKN: SV1HH9
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.98 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: -10.52
Leverage: Yes

Calculated values

Fair value: 8.48
Intrinsic value: 8.61
Implied volatility: 0.37
Historic volatility: 0.07
Parity: 8.61
Time value: 0.19
Break-even: 0.92
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.23%
Delta: -0.89
Theta: 0.00
Omega: -9.38
Rho: 0.00
 

Quote data

Open: 9.530
High: 9.540
Low: 8.760
Previous Close: 9.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.35%
1 Month  
+9.57%
3 Months
  -24.49%
YTD
  -48.00%
1 Year
  -22.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.550 8.800
1M High / 1M Low: 9.550 6.890
6M High / 6M Low: 16.960 6.820
High (YTD): 2024-01-08 15.710
Low (YTD): 2024-04-30 6.820
52W High: 2023-12-29 16.960
52W Low: 2024-04-30 6.820
Avg. price 1W:   9.158
Avg. volume 1W:   0.000
Avg. price 1M:   7.931
Avg. volume 1M:   0.000
Avg. price 6M:   10.848
Avg. volume 6M:   0.000
Avg. price 1Y:   11.550
Avg. volume 1Y:   .078
Volatility 1M:   82.91%
Volatility 6M:   65.86%
Volatility 1Y:   57.57%
Volatility 3Y:   -