Soc. Generale Put 1 USDCHF 21.06.2024
/ DE000SV1N203
Soc. Generale Put 1 USDCHF 21.06..../ DE000SV1N203 /
| 6/13/2024 11:03:14 AM |
Chg.-0.150 |
Bid11:41:10 AM |
Ask11:41:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.930EUR |
-1.35% |
10.940
Bid Size: 30,000 |
10.960
Ask Size: 30,000 |
CROSSRATE USD/CHF |
1.00 CHF |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
3/2/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-8.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.84 |
| Intrinsic value: |
10.93 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.07 |
| Parity: |
10.93 |
| Time value: |
0.20 |
| Break-even: |
0.92 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.18% |
| Delta: |
-0.91 |
| Theta: |
0.00 |
| Omega: |
-7.59 |
| Rho: |
0.00 |
Quote data
| Open: |
10.900 |
| High: |
10.990 |
| Low: |
10.900 |
| Previous Close: |
11.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.45% |
| 1 Month |
|
|
+11.64% |
| 3 Months |
|
|
-19.28% |
| YTD |
|
|
-42.56% |
| 1 Year |
|
|
-16.05% |
| 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): |
1/8/2024 |
17.850 |
| Low (YTD): |
4/30/2024 |
8.850 |
| 52W High: |
12/29/2023 |
19.030 |
| 52W Low: |
4/30/2024 |
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: |
|
- |
