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

Frankfurt Zert./SG
9/29/2020  5:00:32 PM Chg.-0.300 Bid5:03:03 PM Ask5:03:03 PM Underlying Strike price Expiration date Option type
7.500EUR -3.85% 7.510
Bid Size: 22,500
7.520
Ask Size: 22,500
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: 11.04
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 7.83
Implied volatility: 0.53
Historic volatility: 0.06
Parity: 7.83
Time value: -0.07
Break-even: 0.86
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.13%
Delta: 0.52
Theta: 0.00
Omega: 5.73
Rho: 0.00
 

Quote data

Open: 7.750
High: 7.770
Low: 7.330
Previous Close: 7.800
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+2.04%
1 Month  
+25.00%
3 Months
  -26.83%
YTD
  -28.02%
1 Year
  -35.40%
3 Years     -
5 Years     -
1W High / 1W Low: 8.140 7.350
1M High / 1M Low: 8.140 5.960
6M High / 6M Low: 12.950 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:   7.792
Avg. volume 1W:   0.000
Avg. price 1M:   6.846
Avg. volume 1M:   0.000
Avg. price 6M:   9.427
Avg. volume 6M:   0.000
Avg. price 1Y:   10.350
Avg. volume 1Y:   0.000
Volatility 1M:   63.04%
Volatility 6M:   60.19%
Volatility 1Y:   54.96%
Volatility 3Y:   -