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

Frankfurt Zert./SG
10/22/2019  1:05:17 PM Chg.+0.140 Bid10/22/2019 Ask10/22/2019 Underlying Strike price Expiration date Option type
10.110EUR +1.40% 10.110
Bid Size: 22,500
10.120
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: 8.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 12.36
Implied volatility: 0.56
Historic volatility: 0.05
Parity: 12.36
Time value: -2.37
Break-even: 0.87
Moneyness: 1.16
Premium: -0.03
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.10%
Delta: 0.33
Theta: 0.00
Omega: 2.96
Rho: 0.00
 

Quote data

Open: 10.000
High: 10.170
Low: 10.000
Previous Close: 9.970
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -7.50%
1 Month
  -0.20%
3 Months  
+13.21%
YTD  
+33.38%
1 Year  
+30.96%
3 Years     -
5 Years     -
1W High / 1W Low: 10.930 9.850
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:   10.292
Avg. volume 1W:   0.000
Avg. price 1M:   10.493
Avg. volume 1M:   0.000
Avg. price 6M:   9.751
Avg. volume 6M:   0.000
Avg. price 1Y:   9.150
Avg. volume 1Y:   0.000
Volatility 1M:   48.03%
Volatility 6M:   44.21%
Volatility 1Y:   43.10%
Volatility 3Y:   -