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

Frankfurt Zert./SG
10/16/2019  9:36:16 PM Chg.-0.360 Bid9:55:54 PM Ask9:55:54 PM Underlying Strike price Expiration date Option type
12.760EUR -2.74% 12.770
Bid Size: 6,750
12.780
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: 6.90
Leverage: Yes

Calculated values

Fair value: 6.80
Intrinsic value: 13.50
Implied volatility: 0.64
Historic volatility: 0.05
Parity: 13.50
Time value: -0.37
Break-even: 0.90
Moneyness: 1.18
Premium: 0.00
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.08%
Delta: 0.66
Theta: 0.00
Omega: 4.59
Rho: 0.00
 

Quote data

Open: 12.970
High: 13.100
Low: 12.750
Previous Close: 13.120
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -1.24%
1 Month  
+2.99%
3 Months  
+12.42%
YTD  
+39.00%
1 Year  
+38.85%
3 Years     -
5 Years     -
1W High / 1W Low: 13.120 12.920
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:   13.004
Avg. volume 1W:   0.000
Avg. price 1M:   12.671
Avg. volume 1M:   0.000
Avg. price 6M:   11.848
Avg. volume 6M:   0.000
Avg. price 1Y:   11.203
Avg. volume 1Y:   0.000
Volatility 1M:   39.08%
Volatility 6M:   41.68%
Volatility 1Y:   42.51%
Volatility 3Y:   -