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

EUWAX
10/30/2020  9:08:36 PM Chg.+0.16 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
7.23EUR +2.26% 7.22
Bid Size: 6,750
7.23
Ask Size: 6,750
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: 12.19
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 7.06
Implied volatility: 0.52
Historic volatility: 0.07
Parity: 7.06
Time value: -0.03
Break-even: 0.86
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.14%
Delta: 0.56
Theta: 0.00
Omega: 6.88
Rho: 0.00
 

Quote data

Open: 6.99
High: 7.23
Low: 6.96
Previous Close: 7.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.90%
1 Month
  -3.08%
3 Months  
+3.88%
YTD
  -30.61%
1 Year
  -36.24%
3 Years     -
5 Years     -
1W High / 1W Low: 7.23 6.33
1M High / 1M Low: 7.46 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:   6.71
Avg. volume 1W:   0.00
Avg. price 1M:   6.77
Avg. volume 1M:   0.00
Avg. price 6M:   8.51
Avg. volume 6M:   0.00
Avg. price 1Y:   9.89
Avg. volume 1Y:   0.00
Volatility 1M:   71.00%
Volatility 6M:   63.48%
Volatility 1Y:   60.07%
Volatility 3Y:   -