Soc. Generale Call 0.85 USDCHF 18.../  DE000SC5RMM8  /

EUWAX
10/22/2019  9:14:15 AM Chg.+0.09 Bid10:15:59 AM Ask10:15:59 AM Underlying Strike price Expiration date Option type
10.50EUR +0.86% 10.56
Bid Size: 22,500
10.57
Ask Size: 22,500
CROSSRATE USD/CHF 0.85 CHF 12/18/2020 Call

Master data

WKN: SC5RMM
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.85 CHF
Maturity: 12/18/2020
Issue date: 8/24/2017
Last trading day: 12/16/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 8.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 12.36
Implied volatility: 0.55
Historic volatility: 0.05
Parity: 12.36
Time value: -1.93
Break-even: 0.88
Moneyness: 1.16
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.10%
Delta: 0.38
Theta: 0.00
Omega: 3.26
Rho: 0.00
 

Quote data

Open: 10.46
High: 10.50
Low: 10.46
Previous Close: 10.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.30%
1 Month
  -1.32%
3 Months  
+11.94%
YTD  
+32.24%
1 Year  
+28.83%
3 Years     -
5 Years     -
1W High / 1W Low: 11.45 10.30
1M High / 1M Low: 11.45 10.28
6M High / 6M Low: 11.45 8.66
High (YTD): 10/15/2019 11.45
Low (YTD): 1/9/2019 7.58
52W High: 10/15/2019 11.45
52W Low: 1/9/2019 7.58
Avg. price 1W:   10.77
Avg. volume 1W:   0.00
Avg. price 1M:   10.99
Avg. volume 1M:   0.00
Avg. price 6M:   10.24
Avg. volume 6M:   0.00
Avg. price 1Y:   9.63
Avg. volume 1Y:   0.00
Volatility 1M:   46.41%
Volatility 6M:   46.11%
Volatility 1Y:   44.54%
Volatility 3Y:   -