Soc. Generale Call 0.92 USDCHF 18.../  DE000ST3U497  /

EUWAX
10/27/2020  12:09:33 PM Chg.+0.060 Bid12:58:52 PM Ask12:58:52 PM Underlying Strike price Expiration date Option type
0.720EUR +9.09% 0.680
Bid Size: 22,500
0.690
Ask Size: 22,500
CROSSRATE USD/CHF 0.92 CHF 12/18/2020 Call

Master data

WKN: ST3U49
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.92 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: 126.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.07
Parity: -1.13
Time value: 0.67
Break-even: 0.86
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.17
Theta: 0.00
Omega: 21.55
Rho: 0.00
 

Quote data

Open: 0.660
High: 0.720
Low: 0.660
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -60.66%
3 Months
  -55.83%
YTD
  -82.22%
1 Year
  -87.03%
3 Years     -
5 Years     -
1W High / 1W Low: 0.660 0.570
1M High / 1M Low: 1.510 0.570
6M High / 6M Low: 5.870 0.570
High (YTD): 3/20/2020 7.580
Low (YTD): 10/21/2020 0.570
52W High: 3/20/2020 7.580
52W Low: 10/21/2020 0.570
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.972
Avg. volume 1M:   0.000
Avg. price 6M:   2.514
Avg. volume 6M:   355.039
Avg. price 1Y:   3.635
Avg. volume 1Y:   181.746
Volatility 1M:   210.90%
Volatility 6M:   164.43%
Volatility 1Y:   136.20%
Volatility 3Y:   -