Soc. Generale Call 0.8 USDCHF 17..../  DE000SC5RM45  /

EUWAX
9/25/2020  9:09:23 PM Chg.+0.18 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
11.81EUR +1.55% 11.83
Bid Size: 6,750
11.84
Ask Size: 6,750
CROSSRATE USD/CHF 0.80 CHF 12/17/2021 Call

Master data

WKN: SC5RM4
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.80 CHF
Maturity: 12/17/2021
Issue date: 8/24/2017
Last trading day: 12/15/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 7.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 11.93
Implied volatility: 0.66
Historic volatility: 0.06
Parity: 11.93
Time value: -0.09
Break-even: 0.86
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.08%
Delta: 0.38
Theta: 0.00
Omega: 2.79
Rho: 0.00
 

Quote data

Open: 11.59
High: 11.87
Low: 11.55
Previous Close: 11.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.77%
1 Month  
+14.66%
3 Months
  -13.92%
YTD
  -7.59%
1 Year
  -17.24%
3 Years  
+11.94%
5 Years     -
1W High / 1W Low: 11.81 10.63
1M High / 1M Low: 11.81 9.80
6M High / 6M Low: 16.52 9.80
High (YTD): 3/20/2020 17.70
Low (YTD): 8/31/2020 9.80
52W High: 3/20/2020 17.70
52W Low: 8/31/2020 9.80
Avg. price 1W:   11.32
Avg. volume 1W:   0.00
Avg. price 1M:   10.53
Avg. volume 1M:   0.00
Avg. price 6M:   13.22
Avg. volume 6M:   0.00
Avg. price 1Y:   13.53
Avg. volume 1Y:   0.00
Volatility 1M:   39.69%
Volatility 6M:   40.89%
Volatility 1Y:   40.71%
Volatility 3Y:   39.02%