Soc. Generale Call 0.85 USDCHF 17.../  DE000SC5RM52  /

EUWAX
10/21/2019  9:36:48 PM Chg.+0.12 Bid9:56:43 PM Ask9:56:43 PM Underlying Strike price Expiration date Option type
9.68EUR +1.26% 9.69
Bid Size: 7,425
9.70
Ask Size: 7,425
CROSSRATE USD/CHF 0.85 CHF 12/17/2021 Call

Master data

WKN: SC5RM5
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.85 CHF
Maturity: 12/17/2021
Issue date: 8/24/2017
Last trading day: 12/15/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 9.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 12.22
Implied volatility: 0.57
Historic volatility: 0.05
Parity: 12.22
Time value: -2.66
Break-even: 0.87
Moneyness: 1.16
Premium: -0.03
Premium p.a.: -0.01
Spread abs.: 0.01
Spread %: 0.10%
Delta: 0.30
Theta: 0.00
Omega: 2.76
Rho: 0.00
 

Quote data

Open: 9.67
High: 9.75
Low: 9.59
Previous Close: 9.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.37%
1 Month
  -0.82%
3 Months  
+10.13%
YTD  
+32.97%
1 Year  
+29.59%
3 Years     -
5 Years     -
1W High / 1W Low: 10.60 9.56
1M High / 1M Low: 10.60 9.47
6M High / 6M Low: 10.60 8.21
High (YTD): 10/15/2019 10.60
Low (YTD): 1/9/2019 7.03
52W High: 10/15/2019 10.60
52W Low: 1/9/2019 7.03
Avg. price 1W:   10.14
Avg. volume 1W:   0.00
Avg. price 1M:   10.21
Avg. volume 1M:   0.00
Avg. price 6M:   9.48
Avg. volume 6M:   0.00
Avg. price 1Y:   8.84
Avg. volume 1Y:   0.00
Volatility 1M:   48.85%
Volatility 6M:   45.81%
Volatility 1Y:   43.62%
Volatility 3Y:   -