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

Frankfurt Zert./SG
10/30/2020  9:12:23 PM Chg.+0.100 Bid9:30:44 PM Ask9:30:44 PM Underlying Strike price Expiration date Option type
7.210EUR +1.41% 7.220
Bid Size: 6,750
7.230
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: 7.040
High: 7.240
Low: 7.000
Previous Close: 7.110
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+19.77%
1 Month
  -3.48%
3 Months  
+10.58%
YTD
  -30.81%
1 Year
  -37.58%
3 Years     -
5 Years     -
1W High / 1W Low: 7.110 6.020
1M High / 1M Low: 7.470 6.020
6M High / 6M Low: 12.590 5.960
High (YTD): 3/23/2020 13.680
Low (YTD): 8/31/2020 5.960
52W High: 3/23/2020 13.680
52W Low: 8/31/2020 5.960
Avg. price 1W:   6.484
Avg. volume 1W:   0.000
Avg. price 1M:   6.744
Avg. volume 1M:   0.000
Avg. price 6M:   8.512
Avg. volume 6M:   0.000
Avg. price 1Y:   9.895
Avg. volume 1Y:   0.000
Volatility 1M:   72.58%
Volatility 6M:   63.64%
Volatility 1Y:   58.06%
Volatility 3Y:   -