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

Frankfurt Zert./SG
10/29/2020  2:44:32 PM Chg.+0.290 Bid3:01:50 PM Ask3:01:50 PM Underlying Strike price Expiration date Option type
5.950EUR +5.12% 5.980
Bid Size: 22,500
5.990
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: 14.96
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 5.65
Implied volatility: 0.47
Historic volatility: 0.07
Parity: 5.65
Time value: 0.04
Break-even: 0.85
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.52
Theta: 0.00
Omega: 7.81
Rho: 0.00
 

Quote data

Open: 5.640
High: 5.960
Low: 5.640
Previous Close: 5.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.42%
1 Month
  -7.03%
3 Months  
+0.51%
YTD
  -37.63%
1 Year
  -46.01%
3 Years
  -36.36%
5 Years     -
1W High / 1W Low: 5.660 5.110
1M High / 1M Low: 6.560 5.110
6M High / 6M Low: 11.670 5.110
High (YTD): 3/20/2020 13.110
Low (YTD): 10/23/2020 5.110
52W High: 3/20/2020 13.110
52W Low: 10/23/2020 5.110
Avg. price 1W:   5.390
Avg. volume 1W:   0.000
Avg. price 1M:   5.838
Avg. volume 1M:   0.000
Avg. price 6M:   7.661
Avg. volume 6M:   0.000
Avg. price 1Y:   9.033
Avg. volume 1Y:   0.000
Volatility 1M:   77.58%
Volatility 6M:   70.66%
Volatility 1Y:   65.03%
Volatility 3Y:   53.81%