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

Frankfurt Zert./SG
10/16/2019  9:35:57 PM Chg.-0.320 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
15.520EUR -2.02% 15.530
Bid Size: 6,750
15.540
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: 5.72
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: -2.19
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: 15.720
High: 15.860
Low: 15.520
Previous Close: 15.840
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -1.52%
1 Month  
+2.85%
3 Months  
+10.94%
YTD  
+34.02%
1 Year  
+37.71%
3 Years     -
5 Years     -
1W High / 1W Low: 15.840 15.730
1M High / 1M Low: 15.840 14.630
6M High / 6M Low: 15.840 12.790
High (YTD): 10/15/2019 15.840
Low (YTD): 1/9/2019 11.190
52W High: 10/15/2019 15.840
52W Low: 1/9/2019 11.190
Avg. price 1W:   15.766
Avg. volume 1W:   0.000
Avg. price 1M:   15.426
Avg. volume 1M:   0.000
Avg. price 6M:   14.504
Avg. volume 6M:   0.000
Avg. price 1Y:   13.630
Avg. volume 1Y:   0.000
Volatility 1M:   31.57%
Volatility 6M:   31.18%
Volatility 1Y:   31.67%
Volatility 3Y:   -