OverviewChartNewsTraderScreen

Soc. Generale Put 1 USDCHF 21.06..../  DE000SV1N203  /

Frankfurt Zert./SG
2024-05-30  9:50:13 PM Chg.+1.040 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
10.110EUR +11.47% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE USD/CHF 1.00 CHF 2024-06-21 Put
 

Master data

WKN: SV1N20
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 1.00 CHF
Maturity: 2024-06-21
Issue date: 2023-03-02
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -10.16
Leverage: Yes

Calculated values

Fair value: 8.57
Intrinsic value: 8.80
Implied volatility: 0.33
Historic volatility: 0.07
Parity: 8.80
Time value: 0.31
Break-even: 0.92
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.22%
Delta: -0.85
Theta: 0.00
Omega: -8.68
Rho: 0.00
 

Quote data

Open: 9.260
High: 10.110
Low: 9.260
Previous Close: 9.070
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+13.21%
1 Month  
+14.24%
3 Months
  -23.35%
YTD
  -46.87%
1 Year
  -21.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.110 8.930
1M High / 1M Low: 10.300 8.850
6M High / 6M Low: 19.030 8.850
High (YTD): 2024-01-08 17.850
Low (YTD): 2024-04-30 8.850
52W High: 2023-12-29 19.030
52W Low: 2024-04-30 8.850
Avg. price 1W:   9.270
Avg. volume 1W:   0.000
Avg. price 1M:   9.623
Avg. volume 1M:   0.000
Avg. price 6M:   13.129
Avg. volume 6M:   0.000
Avg. price 1Y:   13.613
Avg. volume 1Y:   0.000
Volatility 1M:   64.08%
Volatility 6M:   52.61%
Volatility 1Y:   48.08%
Volatility 3Y:   -