Soc. Generale Call 0.75 USDCHF 17.../  DE000SC5RM37  /

EUWAX
9/25/2020  9:09:21 PM Chg.+0.20 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
16.23EUR +1.25% 16.25
Bid Size: 6,750
16.26
Ask Size: 6,750
CROSSRATE USD/CHF 0.75 CHF 12/17/2021 Call

Master data

WKN: SC5RM3
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.75 CHF
Maturity: 12/17/2021
Issue date: 8/24/2017
Last trading day: 12/15/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 5.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 16.56
Implied volatility: 0.74
Historic volatility: 0.06
Parity: 16.56
Time value: -0.30
Break-even: 0.86
Moneyness: 1.24
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.46
Theta: 0.00
Omega: 2.43
Rho: 0.00
 

Quote data

Open: 15.99
High: 16.30
Low: 15.96
Previous Close: 16.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.86%
1 Month  
+11.09%
3 Months
  -10.68%
YTD
  -5.58%
1 Year
  -13.07%
3 Years  
+18.29%
5 Years     -
1W High / 1W Low: 16.23 15.02
1M High / 1M Low: 16.23 14.09
6M High / 6M Low: 20.93 14.09
High (YTD): 3/20/2020 22.01
Low (YTD): 8/31/2020 14.09
52W High: 3/20/2020 22.01
52W Low: 8/31/2020 14.09
Avg. price 1W:   15.72
Avg. volume 1W:   0.00
Avg. price 1M:   14.88
Avg. volume 1M:   0.00
Avg. price 6M:   17.63
Avg. volume 6M:   0.00
Avg. price 1Y:   17.94
Avg. volume 1Y:   0.00
Volatility 1M:   29.06%
Volatility 6M:   31.21%
Volatility 1Y:   31.60%
Volatility 3Y:   31.35%