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

Frankfurt Zert./SG
10/16/2019  9:37:17 PM Chg.-0.300 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
14.340EUR -2.05% 14.350
Bid Size: 6,750
14.360
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: 6.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 18.04
Implied volatility: 0.67
Historic volatility: 0.05
Parity: 18.04
Time value: -3.39
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: 14.520
High: 14.670
Low: 14.340
Previous Close: 14.640
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -2.32%
1 Month  
+3.39%
3 Months  
+12.65%
YTD  
+39.49%
1 Year  
+43.40%
3 Years     -
5 Years     -
1W High / 1W Low: 14.680 14.500
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: 10/16/2018 10.000
Avg. price 1W:   14.604
Avg. volume 1W:   0.000
Avg. price 1M:   14.239
Avg. volume 1M:   0.000
Avg. price 6M:   13.293
Avg. volume 6M:   0.000
Avg. price 1Y:   12.334
Avg. volume 1Y:   0.000
Volatility 1M:   34.11%
Volatility 6M:   34.07%
Volatility 1Y:   33.70%
Volatility 3Y:   -