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

EUWAX
10/14/2019  9:54:43 PM Chg.+0.01 Bid9:56:18 PM Ask9:56:18 PM Underlying Strike price Expiration date Option type
20.26EUR +0.05% 20.26
Bid Size: 7,425
20.27
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: 4.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 22.44
Implied volatility: 0.74
Historic volatility: 0.05
Parity: 22.44
Time value: -2.22
Break-even: 0.88
Moneyness: 1.33
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.05%
Delta: 0.52
Theta: 0.00
Omega: 2.35
Rho: 0.00
 

Quote data

Open: 20.12
High: 20.26
Low: 20.04
Previous Close: 20.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.20%
1 Month  
+4.70%
3 Months  
+12.00%
YTD  
+29.46%
1 Year  
+32.07%
3 Years     -
5 Years     -
1W High / 1W Low: 20.29 20.09
1M High / 1M Low: 20.36 19.21
6M High / 6M Low: 20.36 17.16
High (YTD): 9/30/2019 20.36
Low (YTD): 1/9/2019 15.21
52W High: 9/30/2019 20.36
52W Low: 10/15/2018 15.08
Avg. price 1W:   20.23
Avg. volume 1W:   0.00
Avg. price 1M:   19.93
Avg. volume 1M:   0.00
Avg. price 6M:   18.93
Avg. volume 6M:   0.00
Avg. price 1Y:   17.90
Avg. volume 1Y:   0.00
Volatility 1M:   23.62%
Volatility 6M:   25.05%
Volatility 1Y:   25.25%
Volatility 3Y:   -