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

EUWAX
10/23/2019  9:36:52 PM Chg.+0.11 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
11.60EUR +0.96% 11.64
Bid Size: 7,425
11.65
Ask Size: 7,425
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: 7.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 13.58
Implied volatility: 0.57
Historic volatility: 0.05
Parity: 13.58
Time value: -2.05
Break-even: 0.88
Moneyness: 1.18
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.40
Theta: 0.00
Omega: 3.13
Rho: 0.00
 

Quote data

Open: 11.51
High: 11.71
Low: 11.51
Previous Close: 11.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.25%
1 Month  
+0.78%
3 Months  
+10.58%
YTD  
+33.33%
1 Year  
+31.82%
3 Years     -
5 Years     -
1W High / 1W Low: 11.99 11.18
1M High / 1M Low: 12.31 11.13
6M High / 6M Low: 12.31 9.45
High (YTD): 10/15/2019 12.31
Low (YTD): 1/9/2019 8.34
52W High: 10/15/2019 12.31
52W Low: 1/9/2019 8.34
Avg. price 1W:   11.48
Avg. volume 1W:   0.00
Avg. price 1M:   11.84
Avg. volume 1M:   0.00
Avg. price 6M:   11.07
Avg. volume 6M:   0.00
Avg. price 1Y:   10.43
Avg. volume 1Y:   0.00
Volatility 1M:   42.58%
Volatility 6M:   42.86%
Volatility 1Y:   42.25%
Volatility 3Y:   -