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

EUWAX
10/18/2019  9:45:41 PM Chg.-0.27 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
16.44EUR -1.62% 16.41
Bid Size: 7,425
16.42
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: 5.38
Leverage: Yes

Calculated values

Fair value: 11.11
Intrinsic value: 17.10
Implied volatility: 0.73
Historic volatility: 0.05
Parity: 17.10
Time value: -0.38
Break-even: 0.90
Moneyness: 1.23
Premium: 0.00
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.72
Theta: 0.00
Omega: 3.87
Rho: 0.00
 

Quote data

Open: 16.71
High: 16.79
Low: 16.44
Previous Close: 16.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.32%
1 Month
  -4.59%
3 Months  
+7.38%
YTD  
+22.87%
1 Year  
+18.53%
3 Years     -
5 Years     -
1W High / 1W Low: 17.67 16.71
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:   17.37
Avg. volume 1W:   0.00
Avg. price 1M:   17.25
Avg. volume 1M:   0.00
Avg. price 6M:   16.37
Avg. volume 6M:   0.00
Avg. price 1Y:   15.62
Avg. volume 1Y:   0.00
Volatility 1M:   28.68%
Volatility 6M:   30.78%
Volatility 1Y:   30.88%
Volatility 3Y:   -