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

Frankfurt Zert./SG
10/18/2019  10:55:55 AM Chg.+0.060 Bid10:58:52 AM Ask10:58:52 AM Underlying Strike price Expiration date Option type
18.170EUR +0.33% 18.180
Bid Size: 22,500
18.190
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: 4.96
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 21.65
Implied volatility: 0.71
Historic volatility: 0.05
Parity: 21.65
Time value: -3.51
Break-even: 0.86
Moneyness: 1.32
Premium: -0.04
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.43
Theta: 0.00
Omega: 2.15
Rho: 0.00
 

Quote data

Open: 18.210
High: 18.220
Low: 18.160
Previous Close: 18.110
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -3.91%
1 Month
  -2.26%
3 Months  
+9.52%
YTD  
+30.53%
1 Year  
+31.29%
3 Years     -
5 Years     -
1W High / 1W Low: 19.010 18.110
1M High / 1M Low: 19.080 17.810
6M High / 6M Low: 19.080 15.920
High (YTD): 10/9/2019 19.080
Low (YTD): 1/9/2019 13.610
52W High: 10/9/2019 19.080
52W Low: 1/9/2019 13.610
Avg. price 1W:   18.722
Avg. volume 1W:   0.000
Avg. price 1M:   18.645
Avg. volume 1M:   0.000
Avg. price 6M:   17.558
Avg. volume 6M:   0.000
Avg. price 1Y:   16.356
Avg. volume 1Y:   0.000
Volatility 1M:   29.07%
Volatility 6M:   26.79%
Volatility 1Y:   26.93%
Volatility 3Y:   -