Soc. Generale Call 0.94 USDCHF 18.../  DE000ST3U5A8  /

EUWAX
10/29/2020  9:08:03 PM Chg.+0.070 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.340EUR +25.93% 0.330
Bid Size: 6,750
0.340
Ask Size: 6,750
CROSSRATE USD/CHF 0.94 CHF 12/18/2020 Call

Master data

WKN: ST3U5A
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.94 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: 304.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.07
Parity: -2.76
Time value: 0.28
Break-even: 0.88
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.09
Theta: 0.00
Omega: 28.31
Rho: 0.00
 

Quote data

Open: 0.260
High: 0.370
Low: 0.260
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.90%
1 Month
  -38.18%
3 Months
  -59.52%
YTD
  -88.28%
1 Year
  -91.77%
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.570 0.190
6M High / 6M Low: 4.220 0.190
High (YTD): 3/19/2020 6.380
Low (YTD): 10/23/2020 0.190
52W High: 3/19/2020 6.380
52W Low: 10/23/2020 0.190
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   1.553
Avg. volume 6M:   7.752
Avg. price 1Y:   2.543
Avg. volume 1Y:   3.953
Volatility 1M:   223.25%
Volatility 6M:   181.54%
Volatility 1Y:   154.47%
Volatility 3Y:   -