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

Frankfurt Zert./SG
10/14/2019  9:38:30 PM Chg.+0.040 Bid9:56:24 PM Ask9:56:24 PM Underlying Strike price Expiration date Option type
17.580EUR +0.23% 17.580
Bid Size: 6,750
17.590
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: 5.17
Leverage: Yes

Calculated values

Fair value: 11.30
Intrinsic value: 17.90
Implied volatility: 0.76
Historic volatility: 0.05
Parity: 17.90
Time value: -0.38
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: 17.450
High: 17.580
Low: 17.340
Previous Close: 17.540
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+1.62%
1 Month  
+5.21%
3 Months  
+12.98%
YTD  
+31.39%
1 Year  
+33.99%
3 Years     -
5 Years     -
1W High / 1W Low: 17.580 17.300
1M High / 1M Low: 17.680 16.430
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:   17.490
Avg. volume 1W:   0.000
Avg. price 1M:   17.233
Avg. volume 1M:   0.000
Avg. price 6M:   16.346
Avg. volume 6M:   0.000
Avg. price 1Y:   15.577
Avg. volume 1Y:   0.000
Volatility 1M:   28.62%
Volatility 6M:   30.53%
Volatility 1Y:   30.55%
Volatility 3Y:   -