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

Frankfurt Zert./SG
10/23/2019  9:36:55 PM Chg.+0.100 Bid9:55:53 PM Ask9:55:53 PM Underlying Strike price Expiration date Option type
10.740EUR +0.94% 10.770
Bid Size: 6,750
10.780
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: 8.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 12.68
Implied volatility: 0.56
Historic volatility: 0.05
Parity: 12.68
Time value: -2.01
Break-even: 0.88
Moneyness: 1.16
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.38
Theta: 0.00
Omega: 3.24
Rho: 0.00
 

Quote data

Open: 10.690
High: 10.840
Low: 10.680
Previous Close: 10.640
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+1.99%
1 Month  
+4.99%
3 Months  
+10.84%
YTD  
+35.44%
1 Year  
+28.32%
3 Years     -
5 Years     -
1W High / 1W Low: 10.740 10.300
1M High / 1M Low: 11.440 10.230
6M High / 6M Low: 11.440 8.660
High (YTD): 10/15/2019 11.440
Low (YTD): 1/9/2019 7.610
52W High: 10/15/2019 11.440
52W Low: 1/9/2019 7.610
Avg. price 1W:   10.526
Avg. volume 1W:   0.000
Avg. price 1M:   10.964
Avg. volume 1M:   0.000
Avg. price 6M:   10.255
Avg. volume 6M:   0.000
Avg. price 1Y:   9.659
Avg. volume 1Y:   0.000
Volatility 1M:   44.77%
Volatility 6M:   44.71%
Volatility 1Y:   43.86%
Volatility 3Y:   -