Soc. Generale Put 1 USDCHF 21.06.2024
/ DE000SV1N203
Soc. Generale Put 1 USDCHF 21.06..../ DE000SV1N203 /
12/06/2024 19:36:54 |
Chg.+0.510 |
Bid20:23:58 |
Ask20:23:58 |
Underlying |
Strike price |
Expiration date |
Option type |
11.320EUR |
+4.72% |
11.260 Bid Size: 15,000 |
11.280 Ask Size: 15,000 |
CROSSRATE USD/CHF |
1.00 CHF |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
02/03/2023 |
Last trading day: |
20/06/2024 |
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 |
|
|
+1.16% |
1 Month |
|
|
+12.64% |
3 Months |
|
|
-17.85% |
YTD |
|
|
-40.52% |
1 Year |
|
|
-11.29% |
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): |
08/01/2024 |
17.850 |
Low (YTD): |
30/04/2024 |
8.850 |
52W High: |
29/12/2023 |
19.030 |
52W Low: |
30/04/2024 |
8.850 |
Avg. price 1W: |
|
11.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
12.870 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
13.546 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
65.96% |
Volatility 6M: |
|
54.26% |
Volatility 1Y: |
|
48.66% |
Volatility 3Y: |
|
- |