Soc. Generale Call 0.75 USDCHF 18.../  DE000SC568P1  /

EUWAX
10/28/2020  6:19:17 PM Chg.+0.22 Bid7:00:00 PM Ask7:00:00 PM Underlying Strike price Expiration date Option type
14.94EUR +1.49% 14.95
Bid Size: 11,250
14.96
Ask Size: 11,250
CROSSRATE USD/CHF 0.75 CHF 12/18/2020 Call

Master data

WKN: SC568P
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.75 CHF
Maturity: 12/18/2020
Issue date: 9/13/2017
Last trading day: 12/16/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 5.72
Leverage: Yes

Calculated values

Fair value: 9.33
Intrinsic value: 14.80
Implied volatility: 0.79
Historic volatility: 0.06
Parity: 14.80
Time value: 0.03
Break-even: 0.85
Moneyness: 1.21
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.07%
Delta: 0.71
Theta: 0.00
Omega: 4.03
Rho: 0.00
 

Quote data

Open: 14.96
High: 15.17
Low: 14.93
Previous Close: 14.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.82%
1 Month
  -7.32%
3 Months
  -2.86%
YTD
  -19.55%
1 Year
  -25.30%
3 Years
  -8.06%
5 Years     -
1W High / 1W Low: 14.72 14.39
1M High / 1M Low: 16.12 14.39
6M High / 6M Low: 21.07 14.07
High (YTD): 3/20/2020 22.07
Low (YTD): 8/18/2020 14.07
52W High: 3/20/2020 22.07
52W Low: 8/18/2020 14.07
Avg. price 1W:   14.57
Avg. volume 1W:   0.00
Avg. price 1M:   15.18
Avg. volume 1M:   0.00
Avg. price 6M:   16.91
Avg. volume 6M:   0.00
Avg. price 1Y:   18.21
Avg. volume 1Y:   0.00
Volatility 1M:   31.04%
Volatility 6M:   31.43%
Volatility 1Y:   32.92%
Volatility 3Y:   30.73%