Soc. Generale Call 0.96 USDCHF 21.../  DE000SV1HHU8  /

EUWAX
2024-04-26  9:13:15 PM Chg.+0.006 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.072EUR +9.09% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.96 CHF 2024-06-21 Call
 

Master data

WKN: SV1HHU
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.96 CHF
Maturity: 2024-06-21
Issue date: 2023-02-27
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 779.15
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.07
Parity: -4.67
Time value: 0.12
Break-even: 0.98
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 60.00%
Delta: 0.09
Theta: 0.00
Omega: 69.46
Rho: 0.00
 

Quote data

Open: 0.070
High: 0.076
Low: 0.067
Previous Close: 0.066
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month
  -4.00%
3 Months  
+44.00%
YTD  
+84.62%
1 Year
  -90.40%
3 Years     -
5 Years     -
1W High / 1W Low: 0.072 0.065
1M High / 1M Low: 0.120 0.061
6M High / 6M Low: 0.430 0.031
High (YTD): 2024-04-15 0.120
Low (YTD): 2024-03-13 0.031
52W High: 2023-05-31 0.840
52W Low: 2024-03-13 0.031
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.277
Avg. volume 1Y:   0.000
Volatility 1M:   281.58%
Volatility 6M:   223.79%
Volatility 1Y:   185.81%
Volatility 3Y:   -