Soc. Generale Call 0.8 USDCHF 18..../  DE000SC5RMV9  /

Frankfurt Zert./SG
9/25/2020  9:36:31 PM Chg.+0.180 Bid9:58:56 PM Ask9:58:56 PM Underlying Strike price Expiration date Option type
11.720EUR +1.56% 11.740
Bid Size: 6,750
11.750
Ask Size: 6,750
CROSSRATE USD/CHF 0.80 CHF 6/18/2021 Call

Master data

WKN: SC5RMV
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.80 CHF
Maturity: 6/18/2021
Issue date: 8/24/2017
Last trading day: 6/16/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 7.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 11.93
Implied volatility: 0.64
Historic volatility: 0.06
Parity: 11.93
Time value: -0.18
Break-even: 0.86
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.45
Theta: 0.00
Omega: 3.26
Rho: 0.00
 

Quote data

Open: 11.450
High: 11.780
Low: 11.410
Previous Close: 11.540
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+15.81%
1 Month  
+16.85%
3 Months
  -13.63%
YTD
  -12.28%
1 Year
  -19.28%
3 Years  
+8.82%
5 Years     -
1W High / 1W Low: 11.720 10.490
1M High / 1M Low: 11.720 9.580
6M High / 6M Low: 16.530 9.580
High (YTD): 3/20/2020 17.550
Low (YTD): 8/31/2020 9.580
52W High: 3/20/2020 17.550
52W Low: 8/31/2020 9.580
Avg. price 1W:   11.208
Avg. volume 1W:   0.000
Avg. price 1M:   10.355
Avg. volume 1M:   0.000
Avg. price 6M:   13.050
Avg. volume 6M:   0.000
Avg. price 1Y:   13.676
Avg. volume 1Y:   0.000
Volatility 1M:   40.89%
Volatility 6M:   38.72%
Volatility 1Y:   38.92%
Volatility 3Y:   37.83%