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

EUWAX
9/30/2020  9:08:50 PM Chg.+0.16 Bid9:15:55 PM Ask9:15:55 PM Underlying Strike price Expiration date Option type
15.59EUR +1.04% 15.61
Bid Size: 6,750
15.62
Ask Size: 6,750
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: 5.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 15.69
Implied volatility: 0.73
Historic volatility: 0.06
Parity: 15.69
Time value: -0.23
Break-even: 0.85
Moneyness: 1.23
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.51
Theta: 0.00
Omega: 2.82
Rho: 0.00
 

Quote data

Open: 15.59
High: 15.79
Low: 15.22
Previous Close: 15.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.76%
1 Month  
+9.94%
3 Months
  -13.96%
YTD
  -12.86%
1 Year
  -20.50%
3 Years  
+11.76%
5 Years     -
1W High / 1W Low: 16.27 15.43
1M High / 1M Low: 16.27 13.99
6M High / 6M Low: 21.04 13.99
High (YTD): 3/20/2020 22.03
Low (YTD): 8/31/2020 13.99
52W High: 3/20/2020 22.03
52W Low: 8/31/2020 13.99
Avg. price 1W:   15.91
Avg. volume 1W:   0.00
Avg. price 1M:   14.97
Avg. volume 1M:   0.00
Avg. price 6M:   17.55
Avg. volume 6M:   0.00
Avg. price 1Y:   18.19
Avg. volume 1Y:   0.00
Volatility 1M:   32.30%
Volatility 6M:   31.20%
Volatility 1Y:   32.14%
Volatility 3Y:   31.13%