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

Frankfurt Zert./SG
10/16/2019  9:06:43 PM Chg.-0.270 Bid9:20:08 PM Ask9:20:08 PM Underlying Strike price Expiration date Option type
10.660EUR -2.47% 10.640
Bid Size: 6,750
10.650
Ask Size: 6,750
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: 8.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 13.50
Implied volatility: 0.60
Historic volatility: 0.05
Parity: 13.50
Time value: -2.56
Break-even: 0.88
Moneyness: 1.18
Premium: -0.03
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.34
Theta: 0.00
Omega: 2.80
Rho: 0.00
 

Quote data

Open: 10.840
High: 10.960
Low: 10.650
Previous Close: 10.930
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -2.11%
1 Month  
+4.51%
3 Months  
+16.00%
YTD  
+40.63%
1 Year  
+43.47%
3 Years     -
5 Years     -
1W High / 1W Low: 10.930 10.810
1M High / 1M Low: 10.930 9.740
6M High / 6M Low: 10.930 8.310
High (YTD): 10/15/2019 10.930
Low (YTD): 1/9/2019 7.290
52W High: 10/15/2019 10.930
52W Low: 1/9/2019 7.290
Avg. price 1W:   10.870
Avg. volume 1W:   0.000
Avg. price 1M:   10.520
Avg. volume 1M:   0.000
Avg. price 6M:   9.735
Avg. volume 6M:   0.000
Avg. price 1Y:   9.111
Avg. volume 1Y:   0.000
Volatility 1M:   44.36%
Volatility 6M:   43.78%
Volatility 1Y:   42.78%
Volatility 3Y:   -