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

Frankfurt Zert./SG
11/25/2020  9:22:36 PM Chg.-0.320 Bid9:27:48 PM Ask9:27:48 PM Underlying Strike price Expiration date Option type
6.340EUR -4.80% 6.330
Bid Size: 6,750
6.340
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: 12.70
Leverage: Yes

Calculated values

Fair value: 3.88
Intrinsic value: 6.57
Implied volatility: 0.54
Historic volatility: 0.07
Parity: 6.57
Time value: 0.05
Break-even: 0.84
Moneyness: 1.08
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.66
Theta: 0.00
Omega: 8.41
Rho: 0.00
 

Quote data

Open: 6.620
High: 6.800
Low: 6.330
Previous Close: 6.660
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -4.37%
1 Month  
+5.32%
3 Months  
+0.48%
YTD
  -39.16%
1 Year
  -48.62%
3 Years     -
5 Years     -
1W High / 1W Low: 6.660 6.370
1M High / 1M Low: 7.440 5.600
6M High / 6M Low: 12.190 5.600
High (YTD): 3/23/2020 13.680
Low (YTD): 11/6/2020 5.600
52W High: 3/23/2020 13.680
52W Low: 11/6/2020 5.600
Avg. price 1W:   6.582
Avg. volume 1W:   0.000
Avg. price 1M:   6.659
Avg. volume 1M:   0.000
Avg. price 6M:   7.811
Avg. volume 6M:   0.000
Avg. price 1Y:   9.528
Avg. volume 1Y:   0.000
Volatility 1M:   95.18%
Volatility 6M:   70.90%
Volatility 1Y:   62.79%
Volatility 3Y:   -