Soc. Generale Call 0.85 USDCHF 18.../  DE000SC5RMW7  /

EUWAX
10/18/2019  8:52:36 AM Chg.+0.09 Bid11:04:20 AM Ask11:04:20 AM Underlying Strike price Expiration date Option type
10.17EUR +0.89% 10.14
Bid Size: 22,500
10.15
Ask Size: 22,500
CROSSRATE USD/CHF 0.85 CHF 6/18/2021 Call

Master data

WKN: SC5RMW
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.85 CHF
Maturity: 6/18/2021
Issue date: 8/24/2017
Last trading day: 6/16/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 8.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 12.55
Implied volatility: 0.59
Historic volatility: 0.05
Parity: 12.55
Time value: -1.89
Break-even: 0.88
Moneyness: 1.16
Premium: -0.02
Premium p.a.: -0.01
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.34
Theta: 0.00
Omega: 2.84
Rho: 0.00
 

Quote data

Open: 10.12
High: 10.17
Low: 10.12
Previous Close: 10.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.92%
1 Month
  -2.87%
3 Months  
+15.70%
YTD  
+34.17%
1 Year  
+31.57%
3 Years     -
5 Years     -
1W High / 1W Low: 10.94 10.08
1M High / 1M Low: 10.94 9.79
6M High / 6M Low: 10.94 8.31
High (YTD): 10/15/2019 10.94
Low (YTD): 1/9/2019 7.27
52W High: 10/15/2019 10.94
52W Low: 1/9/2019 7.27
Avg. price 1W:   10.66
Avg. volume 1W:   0.00
Avg. price 1M:   10.53
Avg. volume 1M:   0.00
Avg. price 6M:   9.75
Avg. volume 6M:   0.00
Avg. price 1Y:   9.13
Avg. volume 1Y:   0.00
Volatility 1M:   46.48%
Volatility 6M:   46.40%
Volatility 1Y:   44.25%
Volatility 3Y:   -