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

Frankfurt Zert./SG
10/14/2019  9:37:27 PM Chg.-0.020 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
15.060EUR -0.13% 15.060
Bid Size: 6,750
15.070
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: 6.02
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: -2.85
Break-even: 0.88
Moneyness: 1.25
Premium: -0.03
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.07%
Delta: 0.41
Theta: 0.00
Omega: 2.46
Rho: 0.00
 

Quote data

Open: 14.910
High: 15.060
Low: 14.840
Previous Close: 15.080
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+1.28%
1 Month  
+6.43%
3 Months  
+16.29%
YTD  
+38.17%
1 Year  
+44.53%
3 Years     -
5 Years     -
1W High / 1W Low: 15.160 14.870
1M High / 1M Low: 15.160 13.970
6M High / 6M Low: 15.160 12.190
High (YTD): 10/9/2019 15.160
Low (YTD): 1/9/2019 10.560
52W High: 10/9/2019 15.160
52W Low: 10/15/2018 10.420
Avg. price 1W:   15.062
Avg. volume 1W:   0.000
Avg. price 1M:   14.765
Avg. volume 1M:   0.000
Avg. price 6M:   13.794
Avg. volume 6M:   0.000
Avg. price 1Y:   12.886
Avg. volume 1Y:   0.000
Volatility 1M:   33.98%
Volatility 6M:   31.76%
Volatility 1Y:   32.29%
Volatility 3Y:   -