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

EUWAX
9/28/2020  8:08:17 PM Chg.-0.36 Bid8:57:01 PM Ask8:57:01 PM Underlying Strike price Expiration date Option type
16.10EUR -2.19% 16.09
Bid Size: 6,750
16.10
Ask Size: 6,750
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: 5.21
Leverage: Yes

Calculated values

Fair value: 8.02
Intrinsic value: 16.56
Implied volatility: 0.79
Historic volatility: 0.06
Parity: 16.56
Time value: -0.07
Break-even: 0.86
Moneyness: 1.24
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.67
Theta: 0.00
Omega: 3.51
Rho: 0.00
 

Quote data

Open: 16.50
High: 16.50
Low: 16.10
Previous Close: 16.46
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month  
+12.59%
3 Months
  -12.12%
YTD
  -13.30%
1 Year
  -18.65%
3 Years  
+10.73%
5 Years     -
1W High / 1W Low: 16.46 15.18
1M High / 1M Low: 16.46 14.10
6M High / 6M Low: 21.21 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:   15.92
Avg. volume 1W:   0.00
Avg. price 1M:   15.02
Avg. volume 1M:   0.00
Avg. price 6M:   17.74
Avg. volume 6M:   0.00
Avg. price 1Y:   18.61
Avg. volume 1Y:   0.00
Volatility 1M:   29.97%
Volatility 6M:   31.48%
Volatility 1Y:   32.22%
Volatility 3Y:   30.57%