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

EUWAX
10/21/2020  8:47:59 AM Chg.-0.18 Bid10:04:47 AM Ask10:04:47 AM Underlying Strike price Expiration date Option type
14.40EUR -1.23% 14.31
Bid Size: 22,500
14.32
Ask Size: 22,500
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: 5.79
Leverage: Yes

Calculated values

Fair value: 8.40
Intrinsic value: 14.65
Implied volatility: 0.77
Historic volatility: 0.06
Parity: 14.65
Time value: -0.05
Break-even: 0.85
Moneyness: 1.21
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.07%
Delta: 0.69
Theta: 0.00
Omega: 3.99
Rho: 0.00
 

Quote data

Open: 14.40
High: 14.40
Low: 14.40
Previous Close: 14.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.01%
1 Month
  -5.14%
3 Months
  -14.64%
YTD
  -22.46%
1 Year
  -25.50%
3 Years
  -5.94%
5 Years     -
1W High / 1W Low: 15.40 14.58
1M High / 1M Low: 16.46 14.58
6M High / 6M Low: 21.16 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:   15.09
Avg. volume 1W:   0.00
Avg. price 1M:   15.48
Avg. volume 1M:   0.00
Avg. price 6M:   17.15
Avg. volume 6M:   0.00
Avg. price 1Y:   18.31
Avg. volume 1Y:   0.00
Volatility 1M:   33.80%
Volatility 6M:   31.24%
Volatility 1Y:   32.80%
Volatility 3Y:   30.76%