Soc. Generale Call 0.96 USDCHF 18.../  DE000ST3U5B6  /

EUWAX
10/19/2020  9:08:04 PM Chg.-0.030 Bid9:08:04 PM Ask9:08:04 PM Underlying Strike price Expiration date Option type
0.120EUR -20.00% 0.120
Bid Size: 6,750
0.130
Ask Size: 6,750
CROSSRATE USD/CHF 0.96 CHF 12/18/2020 Call

Master data

WKN: ST3U5B
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.96 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: 533.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.06
Parity: -4.20
Time value: 0.16
Break-even: 0.90
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.05
Theta: 0.00
Omega: 29.34
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.150
Low: 0.120
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -45.45%
3 Months
  -87.10%
YTD
  -94.29%
1 Year
  -95.77%
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.390 0.130
6M High / 6M Low: 3.420 0.130
High (YTD): 3/19/2020 5.370
Low (YTD): 10/14/2020 0.130
52W High: 3/19/2020 5.370
52W Low: 10/14/2020 0.130
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   1.234
Avg. volume 6M:   39.063
Avg. price 1Y:   1.898
Avg. volume 1Y:   19.920
Volatility 1M:   237.13%
Volatility 6M:   173.92%
Volatility 1Y:   160.26%
Volatility 3Y:   -