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

EUWAX
10/16/2019  9:04:43 PM Chg.-0.31 Bid9:21:35 PM Ask9:21:35 PM Underlying Strike price Expiration date Option type
11.14EUR -2.71% 11.12
Bid Size: 7,425
11.13
Ask Size: 7,425
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: 7.92
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 13.50
Implied volatility: 0.59
Historic volatility: 0.05
Parity: 13.50
Time value: -2.05
Break-even: 0.89
Moneyness: 1.18
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.39
Theta: 0.00
Omega: 3.07
Rho: 0.00
 

Quote data

Open: 11.31
High: 11.42
Low: 11.13
Previous Close: 11.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.59%
1 Month  
+3.82%
3 Months  
+14.61%
YTD  
+40.30%
1 Year  
+42.64%
3 Years     -
5 Years     -
1W High / 1W Low: 11.45 11.29
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:   11.35
Avg. volume 1W:   0.00
Avg. price 1M:   11.01
Avg. volume 1M:   0.00
Avg. price 6M:   10.23
Avg. volume 6M:   0.00
Avg. price 1Y:   9.59
Avg. volume 1Y:   0.00
Volatility 1M:   41.12%
Volatility 6M:   45.65%
Volatility 1Y:   44.22%
Volatility 3Y:   -