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

Frankfurt Zert./SG
10/18/2019  9:39:21 PM Chg.-0.260 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
10.880EUR -2.33% 10.860
Bid Size: 6,750
10.870
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: 8.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 12.22
Implied volatility: 0.55
Historic volatility: 0.05
Parity: 12.22
Time value: -1.35
Break-even: 0.88
Moneyness: 1.16
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.45
Theta: 0.00
Omega: 3.75
Rho: 0.00
 

Quote data

Open: 11.210
High: 11.250
Low: 10.880
Previous Close: 11.140
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -9.03%
1 Month
  -7.64%
3 Months  
+8.47%
YTD  
+28.00%
1 Year  
+22.66%
3 Years     -
5 Years     -
1W High / 1W Low: 12.100 10.880
1M High / 1M Low: 12.100 10.820
6M High / 6M Low: 12.100 9.120
High (YTD): 10/15/2019 12.100
Low (YTD): 1/9/2019 8.100
52W High: 10/15/2019 12.100
52W Low: 1/9/2019 8.100
Avg. price 1W:   11.572
Avg. volume 1W:   0.000
Avg. price 1M:   11.621
Avg. volume 1M:   0.000
Avg. price 6M:   10.884
Avg. volume 6M:   0.000
Avg. price 1Y:   10.295
Avg. volume 1Y:   0.000
Volatility 1M:   43.76%
Volatility 6M:   43.59%
Volatility 1Y:   43.08%
Volatility 3Y:   -