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

EUWAX
10/28/2020  6:20:27 PM Chg.0.000 Bid7:00:00 PM Ask7:00:00 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.120
Bid Size: 11,250
0.130
Ask Size: 11,250
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: -652.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.06
Parity: -19.47
Time value: 0.13
Break-even: 0.65
Moneyness: 0.77
Premium: 0.23
Premium p.a.: 3.43
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.04
Theta: 0.00
Omega: -22.99
Rho: 0.00
 

Quote data

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

Performance

1 Week  
+9.09%
1 Month  
+33.33%
3 Months     0.00%
YTD
  -25.00%
1 Year
  -52.00%
3 Years
  -91.04%
5 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.120 0.084
6M High / 6M Low: 0.270 0.084
High (YTD): 3/16/2020 0.610
Low (YTD): 10/5/2020 0.084
52W High: 3/16/2020 0.610
52W Low: 10/5/2020 0.084
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.190
Avg. volume 1Y:   0.000
Volatility 1M:   79.88%
Volatility 6M:   77.50%
Volatility 1Y:   154.46%
Volatility 3Y:   115.04%