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

Frankfurt Zert./SG
9/23/2020  9:39:56 PM Chg.+0.360 Bid9:58:48 PM Ask9:58:48 PM Underlying Strike price Expiration date Option type
5.930EUR +6.46% 5.890
Bid Size: 6,750
5.900
Ask Size: 6,750
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: 15.42
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 5.55
Implied volatility: 0.46
Historic volatility: 0.06
Parity: 5.55
Time value: -0.01
Break-even: 0.85
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.44
Theta: 0.00
Omega: 6.80
Rho: 0.00
 

Quote data

Open: 5.680
High: 5.930
Low: 5.510
Previous Close: 5.570
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+23.03%
1 Month  
+17.66%
3 Months
  -24.65%
YTD
  -31.68%
1 Year
  -39.55%
3 Years     -
5 Years     -
1W High / 1W Low: 5.570 4.580
1M High / 1M Low: 5.570 4.270
6M High / 6M Low: 11.960 4.270
High (YTD): 3/23/2020 11.960
Low (YTD): 8/31/2020 4.270
52W High: 3/23/2020 11.960
52W Low: 8/31/2020 4.270
Avg. price 1W:   4.970
Avg. volume 1W:   0.000
Avg. price 1M:   4.822
Avg. volume 1M:   0.000
Avg. price 6M:   7.828
Avg. volume 6M:   0.000
Avg. price 1Y:   8.659
Avg. volume 1Y:   0.000
Volatility 1M:   86.55%
Volatility 6M:   75.94%
Volatility 1Y:   66.75%
Volatility 3Y:   -