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

EUWAX
10/15/2019  8:42:16 AM Chg.-0.06 Bid9:00:34 AM Ask9:00:34 AM Underlying Strike price Expiration date Option type
10.75EUR -0.56% 10.82
Bid Size: 11,250
10.83
Ask Size: 11,250
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: 8.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 13.35
Implied volatility: 0.60
Historic volatility: 0.05
Parity: 13.35
Time value: -2.55
Break-even: 0.88
Moneyness: 1.17
Premium: -0.03
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.33
Theta: 0.00
Omega: 2.80
Rho: 0.00
 

Quote data

Open: 10.75
High: 10.75
Low: 10.75
Previous Close: 10.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.22%
1 Month  
+7.61%
3 Months  
+20.79%
YTD  
+41.82%
1 Year  
+47.26%
3 Years     -
5 Years     -
1W High / 1W Low: 10.89 10.62
1M High / 1M Low: 10.89 9.79
6M High / 6M Low: 10.89 8.31
High (YTD): 10/9/2019 10.89
Low (YTD): 1/9/2019 7.27
52W High: 10/9/2019 10.89
52W Low: 1/9/2019 7.27
Avg. price 1W:   10.80
Avg. volume 1W:   0.00
Avg. price 1M:   10.49
Avg. volume 1M:   0.00
Avg. price 6M:   9.72
Avg. volume 6M:   0.00
Avg. price 1Y:   9.10
Avg. volume 1Y:   0.00
Volatility 1M:   43.36%
Volatility 6M:   46.15%
Volatility 1Y:   44.01%
Volatility 3Y:   -