Soc. Generale Call 0.75 USDCHF 18.../  DE000SC5RMU1  /

EUWAX
10/16/2019  9:34:24 PM Chg.-0.31 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
19.33EUR -1.58% 19.34
Bid Size: 7,425
19.35
Ask Size: 7,425
CROSSRATE USD/CHF 0.75 CHF 6/18/2021 Call

Master data

WKN: SC5RMU
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.75 CHF
Maturity: 6/18/2021
Issue date: 8/24/2017
Last trading day: 6/16/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 4.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 22.58
Implied volatility: 0.73
Historic volatility: 0.05
Parity: 22.58
Time value: -2.94
Break-even: 0.88
Moneyness: 1.33
Premium: -0.03
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.05%
Delta: 0.48
Theta: 0.00
Omega: 2.21
Rho: 0.00
 

Quote data

Open: 19.52
High: 19.63
Low: 19.33
Previous Close: 19.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.63%
1 Month  
+2.22%
3 Months  
+9.52%
YTD  
+31.05%
1 Year  
+35.46%
3 Years     -
5 Years     -
1W High / 1W Low: 19.65 19.48
1M High / 1M Low: 19.65 18.51
6M High / 6M Low: 19.65 16.47
High (YTD): 10/9/2019 19.65
Low (YTD): 1/9/2019 14.34
52W High: 10/9/2019 19.65
52W Low: 10/16/2018 14.27
Avg. price 1W:   19.58
Avg. volume 1W:   0.00
Avg. price 1M:   19.24
Avg. volume 1M:   0.00
Avg. price 6M:   18.17
Avg. volume 6M:   0.00
Avg. price 1Y:   17.05
Avg. volume 1Y:   0.00
Volatility 1M:   23.31%
Volatility 6M:   25.79%
Volatility 1Y:   25.93%
Volatility 3Y:   -