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

EUWAX
2024-05-27  6:18:05 PM Chg.+0.10 Bid6:59:26 PM Ask6:59:26 PM Underlying Strike price Expiration date Option type
9.03EUR +1.12% 9.01
Bid Size: 30,000		 9.03
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: -10.32
Leverage: Yes

Calculated values

Fair value: 8.33
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: -8.72
Rho: 0.00
 

Quote data

Open: 8.90
High: 9.03
Low: 8.88
Previous Close: 8.93
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.95%
1 Month
  -4.65%
3 Months
  -34.28%
YTD
  -52.70%
1 Year
  -33.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.54 8.91
1M High / 1M Low: 10.30 8.84
6M High / 6M Low: 19.09 8.84
High (YTD): 2024-01-08 17.82
Low (YTD): 2024-04-30 8.84
52W High: 2023-12-29 19.09
52W Low: 2024-04-30 8.84
Avg. price 1W:   9.17
Avg. volume 1W:   0.00
Avg. price 1M:   9.69
Avg. volume 1M:   0.00
Avg. price 6M:   13.28
Avg. volume 6M:   0.00
Avg. price 1Y:   13.68
Avg. volume 1Y:   4.72
Volatility 1M:   66.72%
Volatility 6M:   50.76%
Volatility 1Y:   46.73%
Volatility 3Y:   -