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

Frankfurt Zert./SG
11/30/2020  12:38:53 PM Chg.-0.210 Bid1:00:22 PM Ask1:00:22 PM Underlying Strike price Expiration date Option type
5.020EUR -4.02% 4.990
Bid Size: 22,500
5.000
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: 15.96
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 5.06
Implied volatility: 0.49
Historic volatility: 0.07
Parity: 5.06
Time value: 0.18
Break-even: 0.84
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.19%
Delta: 0.32
Theta: 0.00
Omega: 5.09
Rho: 0.00
 

Quote data

Open: 4.980
High: 5.020
Low: 4.910
Previous Close: 5.230
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -6.69%
1 Month
  -21.81%
3 Months
  -8.89%
YTD
  -44.65%
1 Year
  -54.86%
3 Years
  -39.59%
5 Years     -
1W High / 1W Low: 5.660 5.230
1M High / 1M Low: 6.580 4.860
6M High / 6M Low: 10.410 4.860
High (YTD): 3/19/2020 13.290
Low (YTD): 11/6/2020 4.860
52W High: 3/19/2020 13.290
52W Low: 11/6/2020 4.860
Avg. price 1W:   5.394
Avg. volume 1W:   0.000
Avg. price 1M:   5.701
Avg. volume 1M:   0.000
Avg. price 6M:   6.923
Avg. volume 6M:   0.000
Avg. price 1Y:   8.537
Avg. volume 1Y:   0.000
Volatility 1M:   101.39%
Volatility 6M:   73.24%
Volatility 1Y:   66.56%
Volatility 3Y:   53.22%