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

Frankfurt Zert./SG
10/23/2019  9:39:26 PM Chg.+0.090 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
19.670EUR +0.46% 19.690
Bid Size: 6,750
19.700
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: 4.59
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: 19.620
High: 19.770
Low: 19.610
Previous Close: 19.580
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -1.85%
1 Month  
+0.25%
3 Months  
+6.61%
YTD  
+25.61%
1 Year  
+25.29%
3 Years     -
5 Years     -
1W High / 1W Low: 20.040 19.180
1M High / 1M Low: 20.360 19.180
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:   19.512
Avg. volume 1W:   0.000
Avg. price 1M:   19.936
Avg. volume 1M:   0.000
Avg. price 6M:   18.986
Avg. volume 6M:   0.000
Avg. price 1Y:   18.009
Avg. volume 1Y:   0.000
Volatility 1M:   26.35%
Volatility 6M:   25.44%
Volatility 1Y:   25.34%
Volatility 3Y:   -