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

EUWAX
10/23/2019  9:37:06 PM Chg.+0.10 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
19.66EUR +0.51% 19.69
Bid Size: 7,425
19.70
Ask Size: 7,425
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: 4.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 21.76
Implied volatility: 0.70
Historic volatility: 0.05
Parity: 21.76
Time value: -2.17
Break-even: 0.88
Moneyness: 1.32
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.05%
Delta: 0.53
Theta: 0.00
Omega: 2.43
Rho: 0.00
 

Quote data

Open: 19.57
High: 19.77
Low: 19.57
Previous Close: 19.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.95%
1 Month  
+0.31%
3 Months  
+6.56%
YTD  
+25.62%
1 Year  
+25.30%
3 Years     -
5 Years     -
1W High / 1W Low: 20.05 19.21
1M High / 1M Low: 20.37 19.21
6M High / 6M Low: 20.37 17.16
High (YTD): 10/15/2019 20.37
Low (YTD): 1/9/2019 15.21
52W High: 10/15/2019 20.37
52W Low: 1/9/2019 15.21
Avg. price 1W:   19.52
Avg. volume 1W:   0.00
Avg. price 1M:   19.94
Avg. volume 1M:   0.00
Avg. price 6M:   18.98
Avg. volume 6M:   0.00
Avg. price 1Y:   18.01
Avg. volume 1Y:   0.00
Volatility 1M:   25.35%
Volatility 6M:   25.09%
Volatility 1Y:   25.36%
Volatility 3Y:   -