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

EUWAX
10/11/2019  9:49:26 PM Chg.-0.12 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
14.52EUR -0.82% 14.51
Bid Size: 7,425
14.52
Ask Size: 7,425
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: 6.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 17.90
Implied volatility: 0.67
Historic volatility: 0.05
Parity: 17.90
Time value: -3.26
Break-even: 0.87
Moneyness: 1.25
Premium: -0.04
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.07%
Delta: 0.38
Theta: 0.00
Omega: 2.33
Rho: 0.00
 

Quote data

Open: 14.49
High: 14.65
Low: 14.45
Previous Close: 14.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.41%
1 Month  
+6.53%
3 Months  
+17.29%
YTD  
+40.83%
1 Year  
+43.34%
3 Years     -
5 Years     -
1W High / 1W Low: 14.67 14.37
1M High / 1M Low: 14.67 13.49
6M High / 6M Low: 14.67 11.81
High (YTD): 10/9/2019 14.67
Low (YTD): 1/9/2019 10.01
52W High: 10/9/2019 14.67
52W Low: 10/15/2018 9.88
Avg. price 1W:   14.55
Avg. volume 1W:   0.00
Avg. price 1M:   14.17
Avg. volume 1M:   0.00
Avg. price 6M:   13.26
Avg. volume 6M:   0.00
Avg. price 1Y:   12.30
Avg. volume 1Y:   0.00
Volatility 1M:   33.30%
Volatility 6M:   34.44%
Volatility 1Y:   33.96%
Volatility 3Y:   -