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Soc. Generale Put 0.94 USDCHF 21..../  DE000SV1HH71  /

EUWAX
2024-05-17  9:12:49 PM Chg.-0.32 Bid10:00:47 PM Ask10:00:47 PM Underlying Strike price Expiration date Option type
3.66EUR -8.04% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE USD/CHF 0.94 - 2024-06-21 Put
 

Master data

WKN: SV1HH7
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.94 -
Maturity: 2024-06-21
Issue date: 2023-02-27
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -25.46
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 3.11
Implied volatility: 0.17
Historic volatility: 0.07
Parity: 3.11
Time value: 0.46
Break-even: 0.90
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.56%
Delta: -0.72
Theta: 0.00
Omega: -18.22
Rho: 0.00
 

Quote data

Open: 3.69
High: 3.70
Low: 3.54
Previous Close: 3.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.27%
1 Month
  -7.11%
3 Months
  -50.20%
YTD
  -71.04%
1 Year
  -56.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.23 3.66
1M High / 1M Low: 4.23 2.95
6M High / 6M Low: 12.64 2.95
High (YTD): 2024-01-08 11.45
Low (YTD): 2024-04-30 2.95
52W High: 2023-12-29 12.64
52W Low: 2024-04-30 2.95
Avg. price 1W:   3.91
Avg. volume 1W:   0.00
Avg. price 1M:   3.80
Avg. volume 1M:   0.00
Avg. price 6M:   7.34
Avg. volume 6M:   0.00
Avg. price 1Y:   7.86
Avg. volume 1Y:   0.00
Volatility 1M:   152.29%
Volatility 6M:   95.53%
Volatility 1Y:   81.55%
Volatility 3Y:   -