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

Frankfurt Zert./SG
11/12/2019  9:35:12 PM Chg.+0.010 Bid9:54:39 PM Ask9:54:39 PM Underlying Strike price Expiration date Option type
11.970EUR +0.08% 11.970
Bid Size: 6,750
11.980
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: 7.56
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 14.00
Implied volatility: 0.59
Historic volatility: 0.05
Parity: 14.00
Time value: -2.01
Break-even: 0.89
Moneyness: 1.18
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.08%
Delta: 0.41
Theta: 0.00
Omega: 3.07
Rho: 0.00
 

Quote data

Open: 12.080
High: 12.200
Low: 11.940
Previous Close: 11.960
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+0.84%
1 Month
  -1.89%
3 Months  
+16.33%
YTD  
+37.11%
1 Year  
+22.64%
3 Years     -
5 Years     -
1W High / 1W Low: 12.310 11.870
1M High / 1M Low: 12.310 11.160
6M High / 6M Low: 12.310 9.460
High (YTD): 11/8/2019 12.310
Low (YTD): 1/9/2019 8.330
52W High: 11/8/2019 12.310
52W Low: 1/9/2019 8.330
Avg. price 1W:   12.050
Avg. volume 1W:   0.000
Avg. price 1M:   11.774
Avg. volume 1M:   0.000
Avg. price 6M:   11.088
Avg. volume 6M:   0.000
Avg. price 1Y:   10.577
Avg. volume 1Y:   0.000
Volatility 1M:   33.60%
Volatility 6M:   41.21%
Volatility 1Y:   40.82%
Volatility 3Y:   -