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

Frankfurt Zert./SG
10/16/2019  9:16:05 PM Chg.-0.330 Bid9:18:09 PM Ask9:18:09 PM Underlying Strike price Expiration date Option type
20.030EUR -1.62% 20.040
Bid Size: 6,750
20.050
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: 4.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 22.58
Implied volatility: 0.74
Historic volatility: 0.05
Parity: 22.58
Time value: -2.21
Break-even: 0.88
Moneyness: 1.33
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.05%
Delta: 0.53
Theta: 0.00
Omega: 2.35
Rho: 0.00
 

Quote data

Open: 20.240
High: 20.360
Low: 20.030
Previous Close: 20.360
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -1.43%
1 Month  
+2.04%
3 Months  
+8.56%
YTD  
+27.91%
1 Year  
+31.43%
3 Years     -
5 Years     -
1W High / 1W Low: 20.360 20.250
1M High / 1M Low: 20.360 19.200
6M High / 6M Low: 20.360 17.180
High (YTD): 10/15/2019 20.360
Low (YTD): 1/9/2019 15.240
52W High: 10/15/2019 20.360
52W Low: 1/9/2019 15.240
Avg. price 1W:   20.296
Avg. volume 1W:   0.000
Avg. price 1M:   19.977
Avg. volume 1M:   0.000
Avg. price 6M:   18.958
Avg. volume 6M:   0.000
Avg. price 1Y:   17.931
Avg. volume 1Y:   0.000
Volatility 1M:   24.06%
Volatility 6M:   25.23%
Volatility 1Y:   25.16%
Volatility 3Y:   -