Soc. Generale Put 0.7 USDCHF 18.1.../  DE000SC5Q788  /

EUWAX
10/22/2019  12:18:57 PM Chg.-0.010 Bid12:18:57 PM Ask12:18:57 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% 0.260
Bid Size: 22,500
0.270
Ask Size: 22,500
CROSSRATE USD/CHF 0.70 CHF 12/18/2020 Put

Master data

WKN: SC5Q78
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.70 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: -320.34
Leverage: Yes

Calculated values

Fair value: 16.11
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.05
Parity: -26.01
Time value: 0.28
Break-even: 0.63
Moneyness: 0.71
Premium: 0.29
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 3.57%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month
  -7.14%
3 Months
  -35.00%
YTD
  -56.67%
1 Year
  -61.76%
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.250
1M High / 1M Low: 0.280 0.250
6M High / 6M Low: 0.460 0.250
High (YTD): 1/4/2019 0.640
Low (YTD): 10/16/2019 0.250
52W High: 11/7/2018 0.720
52W Low: 10/16/2019 0.250
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   0.357
Avg. volume 6M:   0.000
Avg. price 1Y:   0.449
Avg. volume 1Y:   0.000
Volatility 1M:   30.71%
Volatility 6M:   63.49%
Volatility 1Y:   51.34%
Volatility 3Y:   -