Soc. Generale Call 0.86 USDCHF 18.../  DE000ST3U471  /

EUWAX
10/18/2019  9:45:26 PM Chg.-0.25 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
9.47EUR -2.57% 9.46
Bid Size: 7,425
9.47
Ask Size: 7,425
CROSSRATE USD/CHF 0.86 CHF 12/18/2020 Call

Master data

WKN: ST3U47
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.86 CHF
Maturity: 12/18/2020
Issue date: 8/1/2018
Last trading day: 12/16/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 9.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 11.64
Implied volatility: 0.55
Historic volatility: 0.05
Parity: 11.64
Time value: -1.91
Break-even: 0.88
Moneyness: 1.15
Premium: -0.02
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.10%
Delta: 0.36
Theta: 0.00
Omega: 3.31
Rho: 0.00
 

Quote data

Open: 9.71
High: 9.79
Low: 9.47
Previous Close: 9.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.64%
1 Month
  -6.61%
3 Months  
+12.07%
YTD  
+28.32%
1 Year  
+25.60%
3 Years     -
5 Years     -
1W High / 1W Low: 10.59 9.72
1M High / 1M Low: 10.59 9.41
6M High / 6M Low: 10.59 7.90
High (YTD): 10/15/2019 10.59
Low (YTD): 1/9/2019 7.05
52W High: 10/15/2019 10.59
52W Low: 1/9/2019 7.05
Avg. price 1W:   10.31
Avg. volume 1W:   0.00
Avg. price 1M:   10.17
Avg. volume 1M:   0.00
Avg. price 6M:   9.43
Avg. volume 6M:   0.00
Avg. price 1Y:   8.87
Avg. volume 1Y:   0.00
Volatility 1M:   49.08%
Volatility 6M:   49.37%
Volatility 1Y:   47.65%
Volatility 3Y:   -