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Soc. Generale Put 0.92 USDCHF 21..../  DE000SV1HH63  /

Frankfurt Zert./SG
2024-04-30  9:50:30 PM Chg.-0.580 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
1.450EUR -28.57% 1.440
Bid Size: 7,000		 1.450
Ask Size: 7,000		 CROSSRATE USD/CHF 0.92 CHF 2024-06-21 Put
 

Master data

WKN: SV1HH6
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.92 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: -65.56
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.06
Implied volatility: 0.12
Historic volatility: 0.07
Parity: 0.06
Time value: 1.37
Break-even: 0.92
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.70%
Delta: -0.45
Theta: 0.00
Omega: -29.37
Rho: 0.00
 

Quote data

Open: 1.860
High: 1.970
Low: 1.450
Previous Close: 2.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.33%
1 Month
  -53.82%
3 Months
  -82.16%
YTD
  -86.26%
1 Year
  -79.97%
3 Years     -
5 Years     -
1W High / 1W Low: 2.030 1.450
1M High / 1M Low: 2.980 1.450
6M High / 6M Low: 10.550 1.450
High (YTD): 2024-01-08 9.370
Low (YTD): 2024-04-30 1.450
52W High: 2023-12-29 10.550
52W Low: 2024-04-30 1.450
Avg. price 1W:   1.826
Avg. volume 1W:   0.000
Avg. price 1M:   2.292
Avg. volume 1M:   0.000
Avg. price 6M:   5.737
Avg. volume 6M:   0.000
Avg. price 1Y:   6.292
Avg. volume 1Y:   0.000
Volatility 1M:   178.11%
Volatility 6M:   113.15%
Volatility 1Y:   94.39%
Volatility 3Y:   -