Soc. Generale Put 1.06 EURCHF 21.06.2024
/ DE000SV1N2B0
Soc. Generale Put 1.06 EURCHF 21..../ DE000SV1N2B0 /
| 2024-05-03 9:05:14 PM |
Chg.+0.22 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.13EUR |
+2.47% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE EUR/CHF |
1.06 - |
2024-06-21 |
Put |
Master data
| WKN: |
SV1N2B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.06 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-10.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.06 |
| Intrinsic value: |
8.59 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.05 |
| Parity: |
8.59 |
| Time value: |
0.61 |
| Break-even: |
0.97 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.22% |
| Delta: |
-0.78 |
| Theta: |
0.00 |
| Omega: |
-8.25 |
| Rho: |
0.00 |
Quote data
| Open: |
9.08 |
| High: |
9.15 |
| Low: |
9.03 |
| Previous Close: |
8.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.63% |
| 1 Month |
|
|
+4.94% |
| 3 Months |
|
|
-35.57% |
| YTD |
|
|
-40.48% |
| 1 Year |
|
|
-14.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.13 |
8.39 |
| 1M High / 1M Low: |
9.80 |
8.39 |
| 6M High / 6M Low: |
15.34 |
8.39 |
| High (YTD): |
2024-01-08 |
15.07 |
| Low (YTD): |
2024-04-30 |
8.39 |
| 52W High: |
2023-12-29 |
15.34 |
| 52W Low: |
2024-04-30 |
8.39 |
| Avg. price 1W: |
|
8.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
11.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
57.93% |
| Volatility 6M: |
|
46.65% |
| Volatility 1Y: |
|
43.51% |
| Volatility 3Y: |
|
- |
