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

Frankfurt Zert./SG
10/14/2019  9:38:12 PM Chg.-0.010 Bid9:56:24 PM Ask9:56:24 PM Underlying Strike price Expiration date Option type
19.520EUR -0.05% 19.520
Bid Size: 6,750
19.530
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: 4.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 22.44
Implied volatility: 0.73
Historic volatility: 0.05
Parity: 22.44
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: 0.47
Theta: 0.00
Omega: 2.21
Rho: 0.00
 

Quote data

Open: 19.370
High: 19.520
Low: 19.290
Previous Close: 19.530
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+0.77%
1 Month  
+5.00%
3 Months  
+12.77%
YTD  
+32.70%
1 Year  
+38.24%
3 Years     -
5 Years     -
1W High / 1W Low: 19.650 19.370
1M High / 1M Low: 19.650 18.440
6M High / 6M Low: 19.650 16.470
High (YTD): 10/9/2019 19.650
Low (YTD): 1/9/2019 14.360
52W High: 10/9/2019 19.650
52W Low: 10/15/2018 14.120
Avg. price 1W:   19.536
Avg. volume 1W:   0.000
Avg. price 1M:   19.230
Avg. volume 1M:   0.000
Avg. price 6M:   18.155
Avg. volume 6M:   0.000
Avg. price 1Y:   17.032
Avg. volume 1Y:   0.000
Volatility 1M:   26.01%
Volatility 6M:   26.10%
Volatility 1Y:   26.14%
Volatility 3Y:   -