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

EUWAX
9/29/2020  9:06:33 PM Chg.-0.48 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
6.41EUR -6.97% 6.43
Bid Size: 6,750
6.44
Ask Size: 6,750
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: 12.51
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 6.90
Implied volatility: 0.50
Historic volatility: 0.06
Parity: 6.90
Time value: -0.05
Break-even: 0.86
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.49
Theta: 0.00
Omega: 6.19
Rho: 0.00
 

Quote data

Open: 6.81
High: 6.81
Low: 6.41
Previous Close: 6.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.01%
1 Month  
+23.03%
3 Months
  -28.78%
YTD
  -32.88%
1 Year
  -43.57%
3 Years
  -19.07%
5 Years     -
1W High / 1W Low: 7.23 6.41
1M High / 1M Low: 7.23 5.06
6M High / 6M Low: 12.02 5.06
High (YTD): 3/20/2020 13.10
Low (YTD): 8/31/2020 5.06
52W High: 3/20/2020 13.10
52W Low: 8/31/2020 5.06
Avg. price 1W:   6.88
Avg. volume 1W:   0.00
Avg. price 1M:   5.98
Avg. volume 1M:   0.00
Avg. price 6M:   8.53
Avg. volume 6M:   0.00
Avg. price 1Y:   9.46
Avg. volume 1Y:   0.00
Volatility 1M:   79.28%
Volatility 6M:   67.47%
Volatility 1Y:   62.88%
Volatility 3Y:   53.30%