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

Frankfurt Zert./SG
10/20/2020  9:44:14 PM Chg.-0.150 Bid9:52:33 PM Ask9:52:33 PM Underlying Strike price Expiration date Option type
0.630EUR -19.23% 0.630
Bid Size: 6,750
0.640
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: 107.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.07
Parity: -0.93
Time value: 0.79
Break-even: 0.87
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.18
Theta: 0.00
Omega: 19.27
Rho: 0.00
 

Quote data

Open: 0.620
High: 0.640
Low: 0.590
Previous Close: 0.780
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -31.52%
1 Month
  -42.73%
3 Months
  -75.00%
YTD
  -84.44%
1 Year
  -87.17%
3 Years     -
5 Years     -
1W High / 1W Low: 0.980 0.780
1M High / 1M Low: 1.830 0.780
6M High / 6M Low: 5.990 0.780
High (YTD): 3/20/2020 7.570
Low (YTD): 10/19/2020 0.780
52W High: 3/20/2020 7.570
52W Low: 10/19/2020 0.780
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   1.196
Avg. volume 1M:   0.000
Avg. price 6M:   2.802
Avg. volume 6M:   0.000
Avg. price 1Y:   3.803
Avg. volume 1Y:   0.000
Volatility 1M:   201.17%
Volatility 6M:   147.81%
Volatility 1Y:   131.44%
Volatility 3Y:   -