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

EUWAX
10/15/2019  9:50:10 PM Chg.+0.10 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
13.13EUR +0.77% 13.12
Bid Size: 7,425
13.13
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: 6.95
Leverage: Yes

Calculated values

Fair value: 6.48
Intrinsic value: 13.38
Implied volatility: 0.64
Historic volatility: 0.05
Parity: 13.38
Time value: -0.34
Break-even: 0.90
Moneyness: 1.17
Premium: 0.00
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.08%
Delta: 0.66
Theta: 0.00
Omega: 4.58
Rho: 0.00
 

Quote data

Open: 12.92
High: 13.13
Low: 12.92
Previous Close: 13.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.14%
1 Month  
+7.98%
3 Months  
+19.04%
YTD  
+43.03%
1 Year  
+45.89%
3 Years     -
5 Years     -
1W High / 1W Low: 13.03 12.73
1M High / 1M Low: 13.09 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:   12.92
Avg. volume 1W:   0.00
Avg. price 1M:   12.64
Avg. volume 1M:   0.00
Avg. price 6M:   11.83
Avg. volume 6M:   0.00
Avg. price 1Y:   11.18
Avg. volume 1Y:   0.00
Volatility 1M:   36.38%
Volatility 6M:   43.34%
Volatility 1Y:   42.83%
Volatility 3Y:   -