Soc. Generale Call 0.95 USDCHF 18.../  DE000SC5RMP1  /

EUWAX
10/30/2020  9:08:54 PM Chg.-0.010 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 6,750
0.250
Ask Size: 6,750
CROSSRATE USD/CHF 0.95 CHF 12/18/2020 Call

Master data

WKN: SC5RMP
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 CHF
Maturity: 12/18/2020
Issue date: 8/24/2017
Last trading day: 12/16/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 342.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.07
Parity: -3.23
Time value: 0.25
Break-even: 0.89
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.08
Theta: 0.00
Omega: 28.93
Rho: 0.00
 

Quote data

Open: 0.240
High: 0.240
Low: 0.220
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -35.14%
3 Months
  -72.41%
YTD
  -90.20%
1 Year
  -92.52%
3 Years
  -95.02%
5 Years     -
1W High / 1W Low: 0.250 0.160
1M High / 1M Low: 0.370 0.150
6M High / 6M Low: 3.630 0.150
High (YTD): 3/20/2020 5.850
Low (YTD): 10/20/2020 0.150
52W High: 3/20/2020 5.850
52W Low: 10/20/2020 0.150
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   1.257
Avg. volume 6M:   0.000
Avg. price 1Y:   2.126
Avg. volume 1Y:   0.000
Volatility 1M:   217.08%
Volatility 6M:   187.59%
Volatility 1Y:   163.01%
Volatility 3Y:   111.05%