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

Frankfurt Zert./SG
10/23/2019  9:40:04 PM Chg.+0.080 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
16.910EUR +0.48% 16.930
Bid Size: 6,750
16.940
Ask Size: 6,750
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: 5.33
Leverage: Yes

Calculated values

Fair value: 11.98
Intrinsic value: 17.22
Implied volatility: 0.73
Historic volatility: 0.05
Parity: 17.22
Time value: -0.36
Break-even: 0.90
Moneyness: 1.24
Premium: 0.00
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.74
Theta: 0.00
Omega: 3.93
Rho: 0.00
 

Quote data

Open: 16.850
High: 17.020
Low: 16.840
Previous Close: 16.830
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+1.32%
1 Month  
+2.92%
3 Months  
+6.55%
YTD  
+26.38%
1 Year  
+20.10%
3 Years     -
5 Years     -
1W High / 1W Low: 16.910 16.410
1M High / 1M Low: 17.680 16.410
6M High / 6M Low: 17.680 14.340
High (YTD): 9/30/2019 17.680
Low (YTD): 1/9/2019 12.950
52W High: 9/30/2019 17.680
52W Low: 1/9/2019 12.950
Avg. price 1W:   16.678
Avg. volume 1W:   0.000
Avg. price 1M:   17.190
Avg. volume 1M:   0.000
Avg. price 6M:   16.364
Avg. volume 6M:   0.000
Avg. price 1Y:   15.668
Avg. volume 1Y:   0.000
Volatility 1M:   29.67%
Volatility 6M:   30.76%
Volatility 1Y:   30.70%
Volatility 3Y:   -