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

Frankfurt Zert./SG
10/15/2019  9:19:03 AM Chg.+0.110 Bid9:21:38 AM Ask9:21:38 AM Underlying Strike price Expiration date Option type
15.840EUR +0.70% 15.840
Bid Size: 22,500
15.850
Ask Size: 22,500
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: 5.77
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: -2.20
Break-even: 0.88
Moneyness: 1.25
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.46
Theta: 0.00
Omega: 2.65
Rho: 0.00
 

Quote data

Open: 15.660
High: 15.840
Low: 15.660
Previous Close: 15.730
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+2.19%
1 Month  
+6.59%
3 Months  
+15.70%
YTD  
+36.79%
1 Year  
+42.70%
3 Years     -
5 Years     -
1W High / 1W Low: 15.760 15.500
1M High / 1M Low: 15.780 14.630
6M High / 6M Low: 15.780 12.790
High (YTD): 9/30/2019 15.780
Low (YTD): 1/9/2019 11.190
52W High: 9/30/2019 15.780
52W Low: 10/15/2018 11.100
Avg. price 1W:   15.698
Avg. volume 1W:   0.000
Avg. price 1M:   15.405
Avg. volume 1M:   0.000
Avg. price 6M:   14.488
Avg. volume 6M:   0.000
Avg. price 1Y:   13.611
Avg. volume 1Y:   0.000
Volatility 1M:   32.35%
Volatility 6M:   31.25%
Volatility 1Y:   31.69%
Volatility 3Y:   -