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

Frankfurt Zert./SG
10/14/2019  9:36:08 PM Chg.+0.030 Bid9:59:20 PM Ask9:59:20 PM Underlying Strike price Expiration date Option type
11.990EUR +0.25% 12.000
Bid Size: 6,750
12.010
Ask Size: 6,750
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: 7.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 13.35
Implied volatility: 0.59
Historic volatility: 0.05
Parity: 13.35
Time value: -1.41
Break-even: 0.89
Moneyness: 1.17
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.08%
Delta: 0.46
Theta: 0.00
Omega: 3.51
Rho: 0.00
 

Quote data

Open: 11.840
High: 11.990
Low: 11.740
Previous Close: 11.960
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+2.74%
1 Month  
+7.92%
3 Months  
+19.07%
YTD  
+41.06%
1 Year  
+45.69%
3 Years     -
5 Years     -
1W High / 1W Low: 11.990 11.670
1M High / 1M Low: 11.990 10.820
6M High / 6M Low: 12.100 9.120
High (YTD): 5/8/2019 12.100
Low (YTD): 1/9/2019 8.100
52W High: 5/8/2019 12.100
52W Low: 1/9/2019 8.100
Avg. price 1W:   11.894
Avg. volume 1W:   0.000
Avg. price 1M:   11.628
Avg. volume 1M:   0.000
Avg. price 6M:   10.869
Avg. volume 6M:   0.000
Avg. price 1Y:   10.248
Avg. volume 1Y:   0.000
Volatility 1M:   40.42%
Volatility 6M:   43.07%
Volatility 1Y:   42.83%
Volatility 3Y:   -