Soc. Generale Put 1.01 EURCHF 21.06.2024
/ DE000SV62CU7
Soc. Generale Put 1.01 EURCHF 21..../ DE000SV62CU7 /
| 2024-05-03 9:05:34 PM |
Chg.+0.21 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.05EUR |
+5.47% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE EUR/CHF |
1.01 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
SV62CU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.01 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-24.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
3.69 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.05 |
| Parity: |
3.69 |
| Time value: |
0.43 |
| Break-even: |
1.00 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.49% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-17.21 |
| Rho: |
0.00 |
Quote data
| Open: |
3.98 |
| High: |
4.07 |
| Low: |
3.96 |
| Previous Close: |
3.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+7.71% |
| 3 Months |
|
|
-54.39% |
| YTD |
|
|
-59.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.39 |
| 1M High / 1M Low: |
4.72 |
3.39 |
| 6M High / 6M Low: |
10.02 |
3.39 |
| High (YTD): |
2024-01-08 |
9.77 |
| Low (YTD): |
2024-04-30 |
3.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.07 |
| Avg. volume 1M: |
|
19.05 |
| Avg. price 6M: |
|
6.70 |
| Avg. volume 6M: |
|
3.23 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.08% |
| Volatility 6M: |
|
82.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
