Soc. Generale Call 0.84 USDCHF 18.../  DE000ST3U463  /

EUWAX
10/28/2020  7:06:36 PM Chg.+0.22 Bid7:34:29 PM Ask7:34:29 PM Underlying Strike price Expiration date Option type
6.55EUR +3.48% 6.53
Bid Size: 11,250
6.54
Ask Size: 11,250
CROSSRATE USD/CHF 0.84 CHF 12/18/2020 Call

Master data

WKN: ST3U46
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.84 CHF
Maturity: 12/18/2020
Issue date: 8/1/2018
Last trading day: 12/16/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 13.20
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 6.40
Implied volatility: 0.50
Historic volatility: 0.06
Parity: 6.40
Time value: 0.02
Break-even: 0.85
Moneyness: 1.08
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.54
Theta: 0.00
Omega: 7.18
Rho: 0.00
 

Quote data

Open: 6.54
High: 6.76
Low: 6.52
Previous Close: 6.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.44%
1 Month
  -16.03%
3 Months
  -9.15%
YTD
  -37.14%
1 Year
  -45.19%
3 Years     -
5 Years     -
1W High / 1W Low: 6.33 6.03
1M High / 1M Low: 7.80 6.03
6M High / 6M Low: 12.59 5.91
High (YTD): 3/20/2020 13.97
Low (YTD): 8/31/2020 5.91
52W High: 3/20/2020 13.97
52W Low: 8/31/2020 5.91
Avg. price 1W:   6.20
Avg. volume 1W:   0.00
Avg. price 1M:   6.82
Avg. volume 1M:   0.00
Avg. price 6M:   8.60
Avg. volume 6M:   0.00
Avg. price 1Y:   9.95
Avg. volume 1Y:   0.00
Volatility 1M:   68.28%
Volatility 6M:   62.99%
Volatility 1Y:   59.52%
Volatility 3Y:   -