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

EUWAX
10/11/2019  9:49:26 PM Chg.-0.13 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
18.89EUR -0.68% 18.88
Bid Size: 7,425
18.89
Ask Size: 7,425
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: 4.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 22.44
Implied volatility: 0.72
Historic volatility: 0.05
Parity: 22.44
Time value: -3.55
Break-even: 0.87
Moneyness: 1.33
Premium: -0.04
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.05%
Delta: 0.44
Theta: 0.00
Omega: 2.11
Rho: 0.00
 

Quote data

Open: 18.87
High: 19.03
Low: 18.81
Previous Close: 19.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.58%
1 Month  
+5.12%
3 Months  
+13.80%
YTD  
+35.61%
1 Year  
+38.80%
3 Years     -
5 Years     -
1W High / 1W Low: 19.08 18.79
1M High / 1M Low: 19.08 17.88
6M High / 6M Low: 19.08 15.92
High (YTD): 10/9/2019 19.08
Low (YTD): 1/9/2019 13.59
52W High: 10/9/2019 19.08
52W Low: 10/15/2018 13.35
Avg. price 1W:   18.95
Avg. volume 1W:   0.00
Avg. price 1M:   18.56
Avg. volume 1M:   0.00
Avg. price 6M:   17.49
Avg. volume 6M:   0.00
Avg. price 1Y:   16.28
Avg. volume 1Y:   0.00
Volatility 1M:   25.44%
Volatility 6M:   26.57%
Volatility 1Y:   26.72%
Volatility 3Y:   -