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

EUWAX
10/18/2019  9:50:44 PM Chg.-0.23 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
13.54EUR -1.67% 13.54
Bid Size: 7,425
13.55
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: 6.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 16.77
Implied volatility: 0.64
Historic volatility: 0.05
Parity: 16.77
Time value: -3.22
Break-even: 0.86
Moneyness: 1.23
Premium: -0.04
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.07%
Delta: 0.37
Theta: 0.00
Omega: 2.42
Rho: 0.00
 

Quote data

Open: 13.82
High: 13.87
Low: 13.54
Previous Close: 13.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.75%
1 Month
  -1.81%
3 Months  
+7.89%
YTD  
+31.33%
1 Year  
+30.82%
3 Years     -
5 Years     -
1W High / 1W Low: 14.65 13.54
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: 1/9/2019 10.01
Avg. price 1W:   14.16
Avg. volume 1W:   0.00
Avg. price 1M:   14.24
Avg. volume 1M:   0.00
Avg. price 6M:   13.32
Avg. volume 6M:   0.00
Avg. price 1Y:   12.38
Avg. volume 1Y:   0.00
Volatility 1M:   35.92%
Volatility 6M:   34.67%
Volatility 1Y:   34.18%
Volatility 3Y:   -