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

Frankfurt Zert./SG
10/14/2019  9:38:25 PM Chg.0.000 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
12.200EUR 0.00% 12.200
Bid Size: 6,750
12.210
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: 7.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 14.26
Implied volatility: 0.61
Historic volatility: 0.05
Parity: 14.26
Time value: -2.09
Break-even: 0.89
Moneyness: 1.19
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.08%
Delta: 0.40
Theta: 0.00
Omega: 2.97
Rho: 0.00
 

Quote data

Open: 12.040
High: 12.200
Low: 11.970
Previous Close: 12.200
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+2.09%
1 Month  
+7.68%
3 Months  
+19.02%
YTD  
+39.75%
1 Year  
+46.99%
3 Years     -
5 Years     -
1W High / 1W Low: 12.220 11.950
1M High / 1M Low: 12.220 11.100
6M High / 6M Low: 12.220 9.460
High (YTD): 10/10/2019 12.220
Low (YTD): 1/9/2019 8.330
52W High: 10/10/2019 12.220
52W Low: 10/15/2018 8.300
Avg. price 1W:   12.154
Avg. volume 1W:   0.000
Avg. price 1M:   11.860
Avg. volume 1M:   0.000
Avg. price 6M:   11.052
Avg. volume 6M:   0.000
Avg. price 1Y:   10.363
Avg. volume 1Y:   0.000
Volatility 1M:   41.29%
Volatility 6M:   40.69%
Volatility 1Y:   40.95%
Volatility 3Y:   -