Soc. Generale Put 0.65 USDCHF 18..../  DE000SC564G9  /

EUWAX
10/23/2020  9:08:27 PM Chg.0.000 Bid9:08:27 PM Ask9:08:27 PM Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.100
Bid Size: 6,750
0.110
Ask Size: 6,750
CROSSRATE USD/CHF 0.65 CHF 12/18/2020 Put

Master data

WKN: SC564G
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.65 CHF
Maturity: 12/18/2020
Issue date: 9/13/2017
Last trading day: 12/16/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -769.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.06
Parity: -23.99
Time value: 0.11
Break-even: 0.61
Moneyness: 0.72
Premium: 0.28
Premium p.a.: 4.12
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.02
Theta: 0.00
Omega: -19.13
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+4.17%
3 Months
  -23.08%
YTD
  -37.50%
1 Year
  -60.00%
3 Years
  -90.99%
5 Years     -
1W High / 1W Low: 0.100 0.098
1M High / 1M Low: 0.100 0.092
6M High / 6M Low: 0.280 0.092
High (YTD): 3/16/2020 0.490
Low (YTD): 10/5/2020 0.092
52W High: 3/16/2020 0.490
52W Low: 10/5/2020 0.092
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.150
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   18.68%
Volatility 6M:   62.13%
Volatility 1Y:   140.62%
Volatility 3Y:   125.33%