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

EUWAX
10/20/2020  9:08:28 PM Chg.-0.010 Bid9:08:28 PM Ask9:08:28 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.150
Bid Size: 6,750
0.160
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: 499.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.07
Parity: -3.73
Time value: 0.17
Break-even: 0.89
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.06
Theta: 0.00
Omega: 29.68
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.150
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -51.61%
3 Months
  -88.28%
YTD
  -93.88%
1 Year
  -95.36%
3 Years
  -96.66%
5 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.600 0.160
6M High / 6M Low: 3.940 0.160
High (YTD): 3/20/2020 5.850
Low (YTD): 10/19/2020 0.160
52W High: 3/20/2020 5.850
52W Low: 10/19/2020 0.160
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.322
Avg. volume 1M:   0.000
Avg. price 6M:   1.482
Avg. volume 6M:   0.000
Avg. price 1Y:   2.240
Avg. volume 1Y:   0.000
Volatility 1M:   261.45%
Volatility 6M:   183.92%
Volatility 1Y:   160.08%
Volatility 3Y:   109.56%