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

Frankfurt Zert./SG
10/21/2019  8:00:37 PM Chg.+0.100 Bid8:25:30 PM Ask8:25:30 PM Underlying Strike price Expiration date Option type
11.960EUR +0.84% 11.960
Bid Size: 6,750
11.970
Ask Size: 6,750
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: 7.55
Leverage: Yes

Calculated values

Fair value: 6.45
Intrinsic value: 12.22
Implied volatility: 0.59
Historic volatility: 0.05
Parity: 12.22
Time value: -0.36
Break-even: 0.89
Moneyness: 1.16
Premium: 0.00
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.08%
Delta: 0.67
Theta: 0.00
Omega: 5.04
Rho: 0.00
 

Quote data

Open: 11.960
High: 12.080
Low: 11.840
Previous Close: 11.860
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -8.14%
1 Month
  -3.00%
3 Months  
+9.12%
YTD  
+30.28%
1 Year  
+22.67%
3 Years     -
5 Years     -
1W High / 1W Low: 13.120 11.860
1M High / 1M Low: 13.120 11.840
6M High / 6M Low: 13.210 9.850
High (YTD): 5/8/2019 13.210
Low (YTD): 1/9/2019 8.780
52W High: 5/8/2019 13.210
52W Low: 1/9/2019 8.780
Avg. price 1W:   12.578
Avg. volume 1W:   0.000
Avg. price 1M:   12.641
Avg. volume 1M:   0.000
Avg. price 6M:   11.847
Avg. volume 6M:   0.000
Avg. price 1Y:   11.242
Avg. volume 1Y:   0.000
Volatility 1M:   43.99%
Volatility 6M:   42.29%
Volatility 1Y:   42.83%
Volatility 3Y:   -