Soc. Generale Call 0.85 USDCHF 19.../  DE000SC5RMD7  /

EUWAX
10/16/2019  8:32:49 PM Chg.-0.36 Bid9:03:22 PM Ask9:03:22 PM Underlying Strike price Expiration date Option type
11.75EUR -2.97% 11.78
Bid Size: 7,425
11.79
Ask Size: 7,425
CROSSRATE USD/CHF 0.85 CHF 6/19/2020 Call

Master data

WKN: SC5RMD
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.85 CHF
Maturity: 6/19/2020
Issue date: 8/24/2017
Last trading day: 6/17/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 7.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 13.50
Implied volatility: 0.59
Historic volatility: 0.05
Parity: 13.50
Time value: -1.39
Break-even: 0.89
Moneyness: 1.18
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.08%
Delta: 0.47
Theta: 0.00
Omega: 3.51
Rho: 0.00
 

Quote data

Open: 11.94
High: 12.05
Low: 11.75
Previous Close: 12.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.34%
1 Month  
+3.34%
3 Months  
+13.31%
YTD  
+38.24%
1 Year  
+40.05%
3 Years     -
5 Years     -
1W High / 1W Low: 12.11 11.91
1M High / 1M Low: 12.11 10.89
6M High / 6M Low: 12.11 9.12
High (YTD): 10/15/2019 12.11
Low (YTD): 1/9/2019 8.06
52W High: 10/15/2019 12.11
52W Low: 1/9/2019 8.06
Avg. price 1W:   11.98
Avg. volume 1W:   0.00
Avg. price 1M:   11.63
Avg. volume 1M:   0.00
Avg. price 6M:   10.87
Avg. volume 6M:   0.00
Avg. price 1Y:   10.26
Avg. volume 1Y:   0.00
Volatility 1M:   38.01%
Volatility 6M:   44.89%
Volatility 1Y:   43.83%
Volatility 3Y:   -