Soc. Generale Call 0.8 USDCHF 20..../  DE000SC568N6  /

EUWAX
10/16/2019  9:12:54 PM Chg.-0.35 Bid9:20:04 PM Ask9:20:04 PM Underlying Strike price Expiration date Option type
17.32EUR -1.98% 17.31
Bid Size: 7,425
17.32
Ask Size: 7,425
CROSSRATE USD/CHF 0.80 CHF 12/20/2019 Call

Master data

WKN: SC568N
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.80 CHF
Maturity: 12/20/2019
Issue date: 9/13/2017
Last trading day: 12/18/2019
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 5.13
Leverage: Yes

Calculated values

Fair value: 11.73
Intrinsic value: 18.04
Implied volatility: 0.76
Historic volatility: 0.05
Parity: 18.04
Time value: -0.37
Break-even: 0.90
Moneyness: 1.25
Premium: 0.00
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.72
Theta: 0.00
Omega: 3.71
Rho: 0.00
 

Quote data

Open: 17.53
High: 17.62
Low: 17.30
Previous Close: 17.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.86%
1 Month  
+1.64%
3 Months  
+9.21%
YTD  
+29.45%
1 Year  
+30.23%
3 Years     -
5 Years     -
1W High / 1W Low: 17.67 17.47
1M High / 1M Low: 17.69 16.48
6M High / 6M Low: 17.69 14.32
High (YTD): 9/30/2019 17.69
Low (YTD): 1/9/2019 12.93
52W High: 9/30/2019 17.69
52W Low: 1/9/2019 12.93
Avg. price 1W:   17.56
Avg. volume 1W:   0.00
Avg. price 1M:   17.25
Avg. volume 1M:   0.00
Avg. price 6M:   16.36
Avg. volume 6M:   0.00
Avg. price 1Y:   15.59
Avg. volume 1Y:   0.00
Volatility 1M:   25.51%
Volatility 6M:   30.54%
Volatility 1Y:   30.78%
Volatility 3Y:   -