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

Frankfurt Zert./SG
10/16/2019  9:37:32 PM Chg.-0.310 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
19.330EUR -1.58% 19.340
Bid Size: 6,750
19.350
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: 4.62
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: 19.530
High: 19.670
Low: 19.320
Previous Close: 19.640
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -1.63%
1 Month  
+2.44%
3 Months  
+9.58%
YTD  
+31.41%
1 Year  
+35.46%
3 Years     -
5 Years     -
1W High / 1W Low: 19.650 19.520
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: 10/16/2018 14.270
Avg. price 1W:   19.590
Avg. volume 1W:   0.000
Avg. price 1M:   19.250
Avg. volume 1M:   0.000
Avg. price 6M:   18.175
Avg. volume 6M:   0.000
Avg. price 1Y:   17.054
Avg. volume 1Y:   0.000
Volatility 1M:   25.39%
Volatility 6M:   26.05%
Volatility 1Y:   26.13%
Volatility 3Y:   -