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

Frankfurt Zert./SG
9/25/2020  9:37:15 PM Chg.+0.170 Bid9:57:14 PM Ask9:57:14 PM Underlying Strike price Expiration date Option type
7.230EUR +2.41% 7.250
Bid Size: 6,750
7.260
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: 11.84
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 7.31
Implied volatility: 0.51
Historic volatility: 0.06
Parity: 7.31
Time value: -0.05
Break-even: 0.86
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.14%
Delta: 0.50
Theta: 0.00
Omega: 5.94
Rho: 0.00
 

Quote data

Open: 6.950
High: 7.300
Low: 6.930
Previous Close: 7.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.65%
1 Month  
+30.51%
3 Months
  -20.20%
YTD
  -24.21%
1 Year
  -32.74%
3 Years
  -10.41%
5 Years     -
1W High / 1W Low: 7.230 5.980
1M High / 1M Low: 7.230 5.110
6M High / 6M Low: 12.020 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:   6.712
Avg. volume 1W:   0.000
Avg. price 1M:   5.868
Avg. volume 1M:   0.000
Avg. price 6M:   8.570
Avg. volume 6M:   0.000
Avg. price 1Y:   9.488
Avg. volume 1Y:   0.000
Volatility 1M:   73.04%
Volatility 6M:   66.65%
Volatility 1Y:   61.89%
Volatility 3Y:   52.53%