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

Frankfurt Zert./SG
2024-05-10  9:43:39 PM Chg.-0.050 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
10.050EUR -0.50% 10.050
Bid Size: 7,000		 10.070
Ask Size: 7,000		 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: -9.24
Leverage: Yes

Calculated values

Fair value: 9.14
Intrinsic value: 9.59
Implied volatility: 0.30
Historic volatility: 0.07
Parity: 9.59
Time value: 0.46
Break-even: 0.92
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.20%
Delta: -0.81
Theta: 0.00
Omega: -7.51
Rho: 0.00
 

Quote data

Open: 10.020
High: 10.090
Low: 9.910
Previous Close: 10.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.33%
1 Month  
+4.47%
3 Months
  -30.26%
YTD
  -47.19%
1 Year
  -27.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.120 9.840
1M High / 1M Low: 10.290 8.850
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:   9.998
Avg. volume 1W:   0.000
Avg. price 1M:   9.760
Avg. volume 1M:   0.000
Avg. price 6M:   13.627
Avg. volume 6M:   0.000
Avg. price 1Y:   13.844
Avg. volume 1Y:   0.000
Volatility 1M:   59.85%
Volatility 6M:   51.44%
Volatility 1Y:   46.70%
Volatility 3Y:   -