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Soc. Generale Put 1 USDCHF 21.06..../  DE000SV1N203  /

Frankfurt Zert./SG
2024-06-12  9:46:31 PM Chg.+0.270 Bid8:23:37 AM Ask8:23:37 AM Underlying Strike price Expiration date Option type
11.080EUR +2.50% 10.930
Bid Size: 30,000		 10.950
Ask Size: 30,000		 CROSSRATE USD/CHF 1.00 CHF 2024-06-21 Put
 

Master data

WKN: SV1N20
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 1.00 CHF
Maturity: 2024-06-21
Issue date: 2023-03-02
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -8.60
Leverage: Yes

Calculated values

Fair value: 10.53
Intrinsic value: 10.62
Implied volatility: 0.50
Historic volatility: 0.07
Parity: 10.62
Time value: 0.21
Break-even: 0.93
Moneyness: 1.11
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.19%
Delta: -0.91
Theta: 0.00
Omega: -7.80
Rho: 0.00
 

Quote data

Open: 10.800
High: 11.460
Low: 10.800
Previous Close: 10.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.15%
1 Month  
+13.18%
3 Months
  -18.17%
YTD
  -41.78%
1 Year
  -14.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.560 10.810
1M High / 1M Low: 11.610 8.910
6M High / 6M Low: 19.030 8.850
High (YTD): 2024-01-08 17.850
Low (YTD): 2024-04-30 8.850
52W High: 2023-12-29 19.030
52W Low: 2024-04-30 8.850
Avg. price 1W:   11.046
Avg. volume 1W:   0.000
Avg. price 1M:   10.084
Avg. volume 1M:   0.000
Avg. price 6M:   12.838
Avg. volume 6M:   0.000
Avg. price 1Y:   13.539
Avg. volume 1Y:   0.000
Volatility 1M:   64.71%
Volatility 6M:   54.25%
Volatility 1Y:   48.68%
Volatility 3Y:   -