OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
24/05/2024  21:49:51 Chg.-0.030 Bid21:59:00 Ask21:59:00 Underlying Strike price Expiration date Option type
8.930EUR -0.33% 8.930
Bid Size: 7,000		 8.950
Ask Size: 7,000		 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: -10.32
Leverage: Yes

Calculated values

Fair value: 8.31
Intrinsic value: 8.60
Implied volatility: 0.31
Historic volatility: 0.07
Parity: 8.60
Time value: 0.33
Break-even: 0.92
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.22%
Delta: -0.84
Theta: 0.00
Omega: -8.68
Rho: 0.00
 

Quote data

Open: 8.910
High: 8.990
Low: 8.870
Previous Close: 8.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.90%
1 Month
  -5.20%
3 Months
  -35.20%
YTD
  -53.07%
1 Year
  -33.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.490 8.910
1M High / 1M Low: 10.300 8.850
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:   9.136
Avg. volume 1W:   0.000
Avg. price 1M:   9.685
Avg. volume 1M:   0.000
Avg. price 6M:   13.288
Avg. volume 6M:   0.000
Avg. price 1Y:   13.679
Avg. volume 1Y:   0.000
Volatility 1M:   64.19%
Volatility 6M:   50.40%
Volatility 1Y:   46.99%
Volatility 3Y:   -