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

EUWAX
2024-05-28  9:37:01 AM Chg.-0.02 Bid10:32:53 AM Ask10:32:53 AM Underlying Strike price Expiration date Option type
1.24EUR -1.59% 1.33
Bid Size: 50,000		 1.34
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: -80.00
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.80
Implied volatility: 0.09
Historic volatility: 0.05
Parity: 0.80
Time value: 0.45
Break-even: 1.00
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.81%
Delta: -0.59
Theta: 0.00
Omega: -46.91
Rho: 0.00
 

Quote data

Open: 1.24
High: 1.24
Low: 1.24
Previous Close: 1.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.39%
1 Month
  -56.64%
3 Months
  -78.66%
YTD
  -86.08%
1 Year
  -79.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.64 1.25
1M High / 1M Low: 3.09 1.25
6M High / 6M Low: 8.91 1.25
High (YTD): 2024-01-03 8.72
Low (YTD): 2024-05-24 1.25
52W High: 2023-12-29 8.91
52W Low: 2024-05-24 1.25
Avg. price 1W:   1.43
Avg. volume 1W:   0.00
Avg. price 1M:   2.27
Avg. volume 1M:   0.00
Avg. price 6M:   5.30
Avg. volume 6M:   0.00
Avg. price 1Y:   5.68
Avg. volume 1Y:   0.00
Volatility 1M:   137.99%
Volatility 6M:   104.64%
Volatility 1Y:   87.00%
Volatility 3Y:   -