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Soc. Generale Put 1.03 EURCHF 21..../  DE000SV62CV5  /

Frankfurt Zert./SG
2024-06-14  9:37:25 PM Chg.+0.840 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
8.180EUR +11.44% 8.150
Bid Size: 10,000		 8.170
Ask Size: 10,000		 CROSSRATE EUR/CHF 1.03 CHF 2024-06-21 Put
 

Master data

WKN: SV62CV
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 1.03 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: -12.27
Leverage: Yes

Calculated values

Fair value: 8.03
Intrinsic value: 8.09
Implied volatility: 0.38
Historic volatility: 0.05
Parity: 8.09
Time value: 0.06
Break-even: 1.00
Moneyness: 1.08
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.25%
Delta: -0.94
Theta: 0.00
Omega: -11.53
Rho: 0.00
 

Quote data

Open: 7.510
High: 8.340
Low: 7.510
Previous Close: 7.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.04%
1 Month  
+65.59%
3 Months  
+6.51%
YTD
  -32.51%
1 Year  
+10.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.180 6.650
1M High / 1M Low: 8.180 4.000
6M High / 6M Low: 12.120 4.000
High (YTD): 2024-01-03 11.910
Low (YTD): 2024-05-24 4.000
52W High: 2023-12-29 12.120
52W Low: 2024-05-24 4.000
Avg. price 1W:   7.174
Avg. volume 1W:   0.000
Avg. price 1M:   5.523
Avg. volume 1M:   0.000
Avg. price 6M:   7.907
Avg. volume 6M:   0.000
Avg. price 1Y:   8.450
Avg. volume 1Y:   0.000
Volatility 1M:   114.18%
Volatility 6M:   75.51%
Volatility 1Y:   64.61%
Volatility 3Y:   -