Soc. Generale Call 0.85 USDCHF 20.../  DE000SC5RL53  /

EUWAX
10/18/2019  9:50:56 PM Chg.-0.28 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
11.86EUR -2.31% 11.85
Bid Size: 7,425
11.86
Ask Size: 7,425
CROSSRATE USD/CHF 0.85 CHF 12/20/2019 Call

Master data

WKN: SC5RL5
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.85 CHF
Maturity: 12/20/2019
Issue date: 8/24/2017
Last trading day: 12/18/2019
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 7.39
Leverage: Yes

Calculated values

Fair value: 6.19
Intrinsic value: 12.55
Implied volatility: 0.61
Historic volatility: 0.05
Parity: 12.55
Time value: -0.39
Break-even: 0.89
Moneyness: 1.16
Premium: 0.00
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.08%
Delta: 0.66
Theta: 0.00
Omega: 4.87
Rho: 0.00
 

Quote data

Open: 12.18
High: 12.23
Low: 11.86
Previous Close: 12.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.49%
1 Month
  -6.47%
3 Months  
+10.12%
YTD  
+29.19%
1 Year  
+22.02%
3 Years     -
5 Years     -
1W High / 1W Low: 13.13 12.14
1M High / 1M Low: 13.13 11.90
6M High / 6M Low: 13.19 9.85
High (YTD): 5/8/2019 13.19
Low (YTD): 1/9/2019 8.73
52W High: 5/8/2019 13.19
52W Low: 1/9/2019 8.73
Avg. price 1W:   12.81
Avg. volume 1W:   0.00
Avg. price 1M:   12.67
Avg. volume 1M:   0.00
Avg. price 6M:   11.85
Avg. volume 6M:   0.00
Avg. price 1Y:   11.22
Avg. volume 1Y:   0.00
Volatility 1M:   40.04%
Volatility 6M:   43.62%
Volatility 1Y:   42.94%
Volatility 3Y:   -