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

EUWAX
10/23/2020  9:08:19 PM Chg.-0.060 Bid9:59:25 PM Ask9:59:25 PM Underlying Strike price Expiration date Option type
0.600EUR -9.09% 0.590
Bid Size: 6,750
0.600
Ask Size: 6,750
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: 140.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.06
Parity: -1.48
Time value: 0.60
Break-even: 0.86
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.15
Theta: 0.00
Omega: 21.39
Rho: 0.00
 

Quote data

Open: 0.670
High: 0.680
Low: 0.590
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.78%
1 Month
  -67.21%
3 Months
  -61.29%
YTD
  -85.19%
1 Year
  -89.19%
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.570
1M High / 1M Low: 1.830 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:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   1.028
Avg. volume 1M:   0.000
Avg. price 6M:   2.529
Avg. volume 6M:   357.813
Avg. price 1Y:   3.655
Avg. volume 1Y:   181.746
Volatility 1M:   210.71%
Volatility 6M:   164.33%
Volatility 1Y:   135.81%
Volatility 3Y:   -