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

Frankfurt Zert./SG
10/28/2020  6:26:19 PM Chg.+0.240 Bid6:30:49 PM Ask6:30:49 PM Underlying Strike price Expiration date Option type
5.850EUR +4.28% 5.870
Bid Size: 22,500
5.880
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: 14.82
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 5.47
Implied volatility: 0.51
Historic volatility: 0.06
Parity: 5.47
Time value: 0.25
Break-even: 0.85
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.17%
Delta: 0.31
Theta: 0.00
Omega: 4.67
Rho: 0.00
 

Quote data

Open: 5.820
High: 6.060
Low: 5.810
Previous Close: 5.610
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+8.74%
1 Month
  -17.14%
3 Months
  -11.76%
YTD
  -35.50%
1 Year
  -44.55%
3 Years
  -35.78%
5 Years     -
1W High / 1W Low: 5.650 5.380
1M High / 1M Low: 7.060 5.380
6M High / 6M Low: 11.680 5.380
High (YTD): 3/19/2020 13.290
Low (YTD): 10/21/2020 5.380
52W High: 3/19/2020 13.290
52W Low: 10/21/2020 5.380
Avg. price 1W:   5.528
Avg. volume 1W:   0.000
Avg. price 1M:   6.100
Avg. volume 1M:   0.000
Avg. price 6M:   7.898
Avg. volume 6M:   0.000
Avg. price 1Y:   8.992
Avg. volume 1Y:   0.000
Volatility 1M:   68.45%
Volatility 6M:   63.13%
Volatility 1Y:   60.64%
Volatility 3Y:   51.07%