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

Frankfurt Zert./SG
10/17/2019  10:55:46 AM Chg.-0.180 Bid10:59:52 AM Ask10:59:52 AM Underlying Strike price Expiration date Option type
14.160EUR -1.26% 14.170
Bid Size: 22,500
14.180
Ask Size: 22,500
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: 6.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 17.70
Implied volatility: 0.66
Historic volatility: 0.05
Parity: 17.70
Time value: -3.34
Break-even: 0.87
Moneyness: 1.24
Premium: -0.04
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.07%
Delta: 0.37
Theta: 0.00
Omega: 2.36
Rho: 0.00
 

Quote data

Open: 14.220
High: 14.220
Low: 14.100
Previous Close: 14.340
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -3.34%
1 Month  
+2.16%
3 Months  
+12.20%
YTD  
+37.74%
1 Year  
+36.94%
3 Years     -
5 Years     -
1W High / 1W Low: 14.650 14.340
1M High / 1M Low: 14.680 13.440
6M High / 6M Low: 14.680 11.800
High (YTD): 10/9/2019 14.680
Low (YTD): 1/9/2019 10.050
52W High: 10/9/2019 14.680
52W Low: 1/9/2019 10.050
Avg. price 1W:   14.536
Avg. volume 1W:   0.000
Avg. price 1M:   14.261
Avg. volume 1M:   0.000
Avg. price 6M:   13.308
Avg. volume 6M:   0.000
Avg. price 1Y:   12.351
Avg. volume 1Y:   0.000
Volatility 1M:   35.04%
Volatility 6M:   34.18%
Volatility 1Y:   33.62%
Volatility 3Y:   -