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

Frankfurt Zert./SG
9/24/2020  9:36:54 PM Chg.+0.210 Bid9:58:35 PM Ask9:58:35 PM Underlying Strike price Expiration date Option type
16.080EUR +1.32% 16.050
Bid Size: 6,750
16.060
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: 5.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 16.14
Implied volatility: 0.74
Historic volatility: 0.06
Parity: 16.14
Time value: -0.30
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: 2.78
Rho: 0.00
 

Quote data

Open: 15.830
High: 16.200
Low: 15.830
Previous Close: 15.870
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+9.99%
1 Month  
+11.36%
3 Months
  -11.55%
YTD
  -9.97%
1 Year
  -15.94%
3 Years  
+15.27%
5 Years     -
1W High / 1W Low: 16.080 14.620
1M High / 1M Low: 16.080 14.030
6M High / 6M Low: 21.050 14.030
High (YTD): 3/20/2020 22.040
Low (YTD): 8/31/2020 14.030
52W High: 3/20/2020 22.040
52W Low: 8/31/2020 14.030
Avg. price 1W:   15.420
Avg. volume 1W:   0.000
Avg. price 1M:   14.761
Avg. volume 1M:   0.000
Avg. price 6M:   17.639
Avg. volume 6M:   0.000
Avg. price 1Y:   18.225
Avg. volume 1Y:   0.000
Volatility 1M:   28.62%
Volatility 6M:   32.61%
Volatility 1Y:   31.65%
Volatility 3Y:   31.18%