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

Frankfurt Zert./SG
8/6/2020  3:52:31 PM Chg.+0.040 Bid3:54:53 PM Ask3:54:53 PM Underlying Strike price Expiration date Option type
6.820EUR +0.59% 6.880
Bid Size: 22,500
6.890
Ask Size: 22,500
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: 12.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 5.42
Implied volatility: 0.58
Historic volatility: 0.06
Parity: 5.42
Time value: 1.40
Break-even: 0.86
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.27
Theta: 0.00
Omega: 3.30
Rho: 0.00
 

Quote data

Open: 6.730
High: 6.880
Low: 6.710
Previous Close: 6.780
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+4.12%
1 Month
  -24.39%
3 Months
  -42.35%
YTD
  -21.70%
1 Year
  -24.97%
3 Years     -
5 Years     -
1W High / 1W Low: 7.280 6.550
1M High / 1M Low: 9.170 6.550
6M High / 6M Low: 13.590 6.550
High (YTD): 3/19/2020 13.590
Low (YTD): 7/30/2020 6.550
52W High: 3/19/2020 13.590
52W Low: 7/30/2020 6.550
Avg. price 1W:   6.910
Avg. volume 1W:   0.000
Avg. price 1M:   8.045
Avg. volume 1M:   0.000
Avg. price 6M:   10.105
Avg. volume 6M:   0.000
Avg. price 1Y:   9.831
Avg. volume 1Y:   0.000
Volatility 1M:   54.43%
Volatility 6M:   62.48%
Volatility 1Y:   52.65%
Volatility 3Y:   -