Soc. Generale Call 0.8 USDCHF 18..../  DE000SC5RML0  /

Frankfurt Zert./SG
9/24/2020  9:35:50 PM Chg.+0.230 Bid9:58:35 PM Ask9:58:35 PM Underlying Strike price Expiration date Option type
11.650EUR +2.01% 11.610
Bid Size: 6,750
11.620
Ask Size: 6,750
CROSSRATE USD/CHF 0.80 CHF 12/18/2020 Call

Master data

WKN: SC5RML
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.80 CHF
Maturity: 12/18/2020
Issue date: 8/24/2017
Last trading day: 12/16/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 7.54
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 11.50
Implied volatility: 0.64
Historic volatility: 0.06
Parity: 11.50
Time value: -0.13
Break-even: 0.86
Moneyness: 1.15
Premium: 0.00
Premium p.a.: -0.01
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.59
Theta: 0.00
Omega: 4.44
Rho: 0.00
 

Quote data

Open: 11.380
High: 11.730
Low: 11.380
Previous Close: 11.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.89%
1 Month  
+17.56%
3 Months
  -14.90%
YTD
  -16.79%
1 Year
  -23.71%
3 Years  
+6.39%
5 Years     -
1W High / 1W Low: 11.650 10.140
1M High / 1M Low: 11.650 9.520
6M High / 6M Low: 16.560 9.510
High (YTD): 3/20/2020 17.520
Low (YTD): 8/18/2020 9.510
52W High: 3/20/2020 17.520
52W Low: 8/18/2020 9.510
Avg. price 1W:   10.956
Avg. volume 1W:   0.000
Avg. price 1M:   10.280
Avg. volume 1M:   0.000
Avg. price 6M:   13.296
Avg. volume 6M:   0.000
Avg. price 1Y:   14.098
Avg. volume 1Y:   0.000
Volatility 1M:   42.16%
Volatility 6M:   44.76%
Volatility 1Y:   41.66%
Volatility 3Y:   38.88%