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

Frankfurt Zert./SG
10/21/2019  6:22:12 PM Chg.+0.120 Bid10/21/2019 Ask10/21/2019 Underlying Strike price Expiration date Option type
9.690EUR +1.25% 9.690
Bid Size: 22,500
9.700
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: 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: 9.660
High: 9.760
Low: 9.570
Previous Close: 9.570
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -7.27%
1 Month
  -0.82%
3 Months  
+10.36%
YTD  
+33.10%
1 Year  
+29.72%
3 Years     -
5 Years     -
1W High / 1W Low: 10.590 9.570
1M High / 1M Low: 10.590 9.410
6M High / 6M Low: 10.590 8.210
High (YTD): 10/15/2019 10.590
Low (YTD): 1/9/2019 7.050
52W High: 10/15/2019 10.590
52W Low: 1/9/2019 7.050
Avg. price 1W:   10.136
Avg. volume 1W:   0.000
Avg. price 1M:   10.212
Avg. volume 1M:   0.000
Avg. price 6M:   9.485
Avg. volume 6M:   0.000
Avg. price 1Y:   8.845
Avg. volume 1Y:   0.000
Volatility 1M:   51.52%
Volatility 6M:   46.66%
Volatility 1Y:   43.97%
Volatility 3Y:   -