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

Frankfurt Zert./SG
9/18/2020  9:37:01 PM Chg.+0.180 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
5.620EUR +3.31% 5.630
Bid Size: 6,750
5.640
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: 15.52
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 5.43
Implied volatility: 0.46
Historic volatility: 0.06
Parity: 5.43
Time value: 0.01
Break-even: 0.84
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.43
Theta: 0.00
Omega: 6.72
Rho: 0.00
 

Quote data

Open: 5.460
High: 5.640
Low: 5.430
Previous Close: 5.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.26%
1 Month  
+8.91%
3 Months
  -40.15%
YTD
  -41.09%
1 Year
  -49.32%
3 Years
  -29.13%
5 Years     -
1W High / 1W Low: 5.680 5.440
1M High / 1M Low: 6.230 5.110
6M High / 6M Low: 13.110 5.110
High (YTD): 3/20/2020 13.110
Low (YTD): 8/31/2020 5.110
52W High: 3/20/2020 13.110
52W Low: 8/31/2020 5.110
Avg. price 1W:   5.516
Avg. volume 1W:   0.000
Avg. price 1M:   5.627
Avg. volume 1M:   0.000
Avg. price 6M:   8.849
Avg. volume 6M:   0.000
Avg. price 1Y:   9.594
Avg. volume 1Y:   0.000
Volatility 1M:   90.75%
Volatility 6M:   69.58%
Volatility 1Y:   60.97%
Volatility 3Y:   52.07%