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

EUWAX
9/18/2020  9:08:56 PM Chg.+0.09 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
6.38EUR +1.43% 6.39
Bid Size: 6,750
6.40
Ask Size: 6,750
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: 13.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 5.67
Implied volatility: 0.56
Historic volatility: 0.06
Parity: 5.67
Time value: 0.73
Break-even: 0.85
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.26
Theta: 0.00
Omega: 3.49
Rho: 0.00
 

Quote data

Open: 6.24
High: 6.42
Low: 6.22
Previous Close: 6.29
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.31%
1 Month
  -4.92%
3 Months
  -34.96%
YTD
  -26.75%
1 Year
  -34.63%
3 Years
  -16.82%
5 Years     -
1W High / 1W Low: 6.38 6.22
1M High / 1M Low: 6.99 6.01
6M High / 6M Low: 13.70 6.01
High (YTD): 3/20/2020 13.70
Low (YTD): 8/31/2020 6.01
52W High: 3/20/2020 13.70
52W Low: 8/31/2020 6.01
Avg. price 1W:   6.30
Avg. volume 1W:   0.00
Avg. price 1M:   6.48
Avg. volume 1M:   0.00
Avg. price 6M:   9.33
Avg. volume 6M:   0.00
Avg. price 1Y:   9.48
Avg. volume 1Y:   0.00
Volatility 1M:   55.85%
Volatility 6M:   56.70%
Volatility 1Y:   54.03%
Volatility 3Y:   47.96%