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

Frankfurt Zert./SG
2024-05-03  9:50:33 PM Chg.+0.160 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
3.110EUR +5.42% 3.110
Bid Size: 10,000		 3.120
Ask Size: 10,000		 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: -31.75
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 2.66
Implied volatility: 0.13
Historic volatility: 0.05
Parity: 2.66
Time value: 0.49
Break-even: 1.00
Moneyness: 1.03
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.32%
Delta: -0.67
Theta: 0.00
Omega: -21.13
Rho: 0.00
 

Quote data

Open: 3.030
High: 3.140
Low: 3.010
Previous Close: 2.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.36%
1 Month
  -0.96%
3 Months
  -60.38%
YTD
  -65.21%
1 Year
  -44.17%
3 Years     -
5 Years     -
1W High / 1W Low: 3.110 2.520
1M High / 1M Low: 3.810 2.520
6M High / 6M Low: 8.940 2.520
High (YTD): 2024-01-03 8.750
Low (YTD): 2024-04-30 2.520
52W High: 2023-12-29 8.940
52W Low: 2024-04-30 2.520
Avg. price 1W:   2.893
Avg. volume 1W:   0.000
Avg. price 1M:   3.164
Avg. volume 1M:   0.000
Avg. price 6M:   5.731
Avg. volume 6M:   0.000
Avg. price 1Y:   5.904
Avg. volume 1Y:   0.000
Volatility 1M:   140.78%
Volatility 6M:   96.01%
Volatility 1Y:   81.12%
Volatility 3Y:   -