Soc. Generale Put 0.98 USDCHF 21.06.2024
/ DE000SV1HH97
Soc. Generale Put 0.98 USDCHF 21..../ DE000SV1HH97 /
| 2024-05-02 9:12:55 PM |
Chg.+0.85 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.66EUR |
+12.48% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.98 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
SV1HH9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.98 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: |
-13.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.03 |
| Intrinsic value: |
6.55 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.07 |
| Parity: |
6.55 |
| Time value: |
0.58 |
| Break-even: |
0.93 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.28% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-9.88 |
| Rho: |
0.00 |
Quote data
| Open: |
7.52 |
| High: |
7.67 |
| Low: |
7.39 |
| Previous Close: |
6.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.46% |
| 1 Month |
|
|
-6.47% |
| 3 Months |
|
|
-43.09% |
| YTD |
|
|
-54.67% |
| 1 Year |
|
|
-37.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.74 |
6.81 |
| 1M High / 1M Low: |
8.72 |
6.81 |
| 6M High / 6M Low: |
16.90 |
6.81 |
| High (YTD): |
2024-01-08 |
15.69 |
| Low (YTD): |
2024-04-30 |
6.81 |
| 52W High: |
2023-12-29 |
16.90 |
| 52W Low: |
2024-04-30 |
6.81 |
| Avg. price 1W: |
|
7.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
11.97 |
| Avg. volume 1Y: |
|
.08 |
| Volatility 1M: |
|
74.47% |
| Volatility 6M: |
|
58.03% |
| Volatility 1Y: |
|
52.54% |
| Volatility 3Y: |
|
- |
