Soc. Generale Call 0.8 USDCHF 19..../  DE000SC5RMC9  /

Frankfurt Zert./SG
10/22/2019  10:52:29 AM Chg.+0.270 Bid11:17:36 AM Ask11:17:36 AM Underlying Strike price Expiration date Option type
15.790EUR +1.74% 15.750
Bid Size: 22,500
15.760
Ask Size: 22,500
CROSSRATE USD/CHF 0.80 CHF 6/19/2020 Call

Master data

WKN: SC5RMC
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.80 CHF
Maturity: 6/19/2020
Issue date: 8/24/2017
Last trading day: 6/17/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 5.78
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 16.91
Implied volatility: 0.64
Historic volatility: 0.05
Parity: 16.91
Time value: -1.38
Break-even: 0.88
Moneyness: 1.23
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.54
Theta: 0.00
Omega: 3.13
Rho: 0.00
 

Quote data

Open: 15.610
High: 15.790
Low: 15.610
Previous Close: 15.520
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -4.99%
1 Month
  -0.19%
3 Months  
+9.50%
YTD  
+26.83%
1 Year  
+24.23%
3 Years     -
5 Years     -
1W High / 1W Low: 16.620 15.380
1M High / 1M Low: 16.620 15.380
6M High / 6M Low: 16.620 13.450
High (YTD): 10/15/2019 16.620
Low (YTD): 1/9/2019 11.990
52W High: 10/15/2019 16.620
52W Low: 1/9/2019 11.990
Avg. price 1W:   15.890
Avg. volume 1W:   0.000
Avg. price 1M:   16.122
Avg. volume 1M:   0.000
Avg. price 6M:   15.298
Avg. volume 6M:   0.000
Avg. price 1Y:   14.555
Avg. volume 1Y:   0.000
Volatility 1M:   33.23%
Volatility 6M:   32.05%
Volatility 1Y:   31.89%
Volatility 3Y:   -