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

Frankfurt Zert./SG
9/23/2020  9:35:38 PM Chg.+0.370 Bid9:58:52 PM Ask9:58:52 PM Underlying Strike price Expiration date Option type
15.850EUR +2.39% 15.800
Bid Size: 6,750
15.810
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: 5.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 15.77
Implied volatility: 0.74
Historic volatility: 0.06
Parity: 15.77
Time value: -0.32
Break-even: 0.85
Moneyness: 1.23
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.45
Theta: 0.00
Omega: 2.46
Rho: 0.00
 

Quote data

Open: 15.600
High: 15.850
Low: 15.430
Previous Close: 15.480
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+7.68%
1 Month  
+4.48%
3 Months
  -10.65%
YTD
  -7.74%
1 Year
  -12.96%
3 Years  
+16.89%
5 Years     -
1W High / 1W Low: 15.480 14.520
1M High / 1M Low: 15.480 14.120
6M High / 6M Low: 21.760 14.120
High (YTD): 3/20/2020 22.000
Low (YTD): 8/31/2020 14.120
52W High: 3/20/2020 22.000
52W Low: 8/31/2020 14.120
Avg. price 1W:   14.876
Avg. volume 1W:   0.000
Avg. price 1M:   14.710
Avg. volume 1M:   0.000
Avg. price 6M:   17.747
Avg. volume 6M:   0.000
Avg. price 1Y:   17.953
Avg. volume 1Y:   0.000
Volatility 1M:   28.99%
Volatility 6M:   31.89%
Volatility 1Y:   30.79%
Volatility 3Y:   31.19%