Soc. Generale Call 1.05 USDCHF 18.../  DE000SC5RMR7  /

EUWAX
10/21/2020  8:48:30 AM Chg.+0.013 Bid9:06:00 AM Ask9:06:00 AM Underlying Strike price Expiration date Option type
0.110EUR +13.40% 0.110
Bid Size: 22,500
0.120
Ask Size: 22,500
CROSSRATE USD/CHF 1.05 CHF 12/18/2020 Call

Master data

WKN: SC5RMR
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 1.05 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: 768.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.06
Parity: -13.33
Time value: 0.11
Break-even: 0.98
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 1.53
Spread abs.: 0.01
Spread %: 11.82%
Delta: 0.03
Theta: 0.00
Omega: 22.66
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.097
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.58%
1 Month  
+17.02%
3 Months
  -21.43%
YTD
  -63.33%
1 Year
  -79.25%
3 Years
  -94.88%
5 Years     -
1W High / 1W Low: 0.100 0.096
1M High / 1M Low: 0.100 0.084
6M High / 6M Low: 0.660 0.084
High (YTD): 3/19/2020 1.600
Low (YTD): 10/5/2020 0.084
52W High: 3/19/2020 1.600
52W Low: 10/5/2020 0.084
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   0.334
Avg. volume 1Y:   0.000
Volatility 1M:   61.35%
Volatility 6M:   90.06%
Volatility 1Y:   157.65%
Volatility 3Y:   117.47%