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

EUWAX
10/23/2019  3:48:33 PM Chg.+0.12 Bid3:57:05 PM Ask3:57:05 PM Underlying Strike price Expiration date Option type
18.37EUR +0.66% 18.35
Bid Size: 22,500
18.36
Ask Size: 22,500
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: 4.92
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 21.76
Implied volatility: 0.69
Historic volatility: 0.05
Parity: 21.76
Time value: -3.48
Break-even: 0.86
Moneyness: 1.32
Premium: -0.04
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.05%
Delta: 0.44
Theta: 0.00
Omega: 2.17
Rho: 0.00
 

Quote data

Open: 18.31
High: 18.42
Low: 18.31
Previous Close: 18.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.82%
1 Month  
+0.88%
3 Months  
+7.93%
YTD  
+31.87%
1 Year  
+32.64%
3 Years     -
5 Years     -
1W High / 1W Low: 18.71 17.88
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: 1/9/2019 13.59
Avg. price 1W:   18.20
Avg. volume 1W:   0.00
Avg. price 1M:   18.61
Avg. volume 1M:   0.00
Avg. price 6M:   17.57
Avg. volume 6M:   0.00
Avg. price 1Y:   16.40
Avg. volume 1Y:   0.00
Volatility 1M:   27.40%
Volatility 6M:   26.60%
Volatility 1Y:   26.85%
Volatility 3Y:   -