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

Frankfurt Zert./SG
10/18/2019  10:56:58 AM Chg.+0.020 Bid11:27:18 AM Ask11:27:18 AM Underlying Strike price Expiration date Option type
9.730EUR +0.21% 9.750
Bid Size: 22,500
9.760
Ask Size: 22,500
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: 9.780
High: 9.780
Low: 9.700
Previous Close: 9.710
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -7.25%
1 Month
  -4.98%
3 Months  
+15.01%
YTD  
+31.66%
1 Year  
+29.22%
3 Years     -
5 Years     -
1W High / 1W Low: 10.580 9.710
1M High / 1M Low: 10.580 9.400
6M High / 6M Low: 10.580 7.910
High (YTD): 10/15/2019 10.580
Low (YTD): 1/9/2019 7.080
52W High: 10/15/2019 10.580
52W Low: 1/9/2019 7.080
Avg. price 1W:   10.304
Avg. volume 1W:   0.000
Avg. price 1M:   10.209
Avg. volume 1M:   0.000
Avg. price 6M:   9.438
Avg. volume 6M:   0.000
Avg. price 1Y:   8.875
Avg. volume 1Y:   0.000
Volatility 1M:   46.74%
Volatility 6M:   47.79%
Volatility 1Y:   46.71%
Volatility 3Y:   -