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Soc. Generale Put 1 EURCHF 21.06..../  DE000SV1HCL8  /

EUWAX
2024-05-23  9:12:56 PM Chg.+0.09 Bid7:48:25 AM Ask7:48:25 AM Underlying Strike price Expiration date Option type
1.54EUR +6.21% 1.47
Bid Size: 50,000		 1.48
Ask Size: 50,000		 CROSSRATE EUR/CHF 1.00 CHF 2024-06-21 Put
 

Master data

WKN: SV1HCL
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 1.00 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: -70.92
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.90
Implied volatility: 0.10
Historic volatility: 0.05
Parity: 0.90
Time value: 0.51
Break-even: 0.99
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.71%
Delta: -0.58
Theta: 0.00
Omega: -41.30
Rho: 0.00
 

Quote data

Open: 1.43
High: 1.55
Low: 1.33
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.47%
1 Month
  -45.58%
3 Months
  -73.03%
YTD
  -82.72%
1 Year
  -73.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.72 1.45
1M High / 1M Low: 3.09 1.45
6M High / 6M Low: 8.91 1.45
High (YTD): 2024-01-03 8.72
Low (YTD): 2024-05-22 1.45
52W High: 2023-12-29 8.91
52W Low: 2024-05-22 1.45
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   2.45
Avg. volume 1M:   0.00
Avg. price 6M:   5.36
Avg. volume 6M:   0.00
Avg. price 1Y:   5.71
Avg. volume 1Y:   0.00
Volatility 1M:   128.07%
Volatility 6M:   101.60%
Volatility 1Y:   85.03%
Volatility 3Y:   -