Soc. Generale Put 0.75 USDCHF 18..../  DE000SC5Q8H7  /

EUWAX
10/11/2019  9:44:14 PM Chg.-0.010 Bid9:44:14 PM Ask9:44:14 PM Underlying Strike price Expiration date Option type
0.530EUR -1.85% 0.530
Bid Size: 7,425
0.540
Ask Size: 7,425
CROSSRATE USD/CHF 0.75 CHF 6/18/2021 Put

Master data

WKN: SC5Q8H
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.75 CHF
Maturity: 6/18/2021
Issue date: 8/24/2017
Last trading day: 6/16/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -167.78
Leverage: Yes

Calculated values

Fair value: 58.86
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.05
Parity: -22.44
Time value: 0.54
Break-even: 0.68
Moneyness: 0.75
Premium: 0.25
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.85%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.540
High: 0.540
Low: 0.530
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.85%
1 Month
  -19.70%
3 Months
  -20.90%
YTD
  -56.91%
1 Year
  -61.03%
3 Years     -
5 Years     -
1W High / 1W Low: 0.550 0.530
1M High / 1M Low: 0.660 0.530
6M High / 6M Low: 0.920 0.530
High (YTD): 1/9/2019 1.290
Low (YTD): 10/11/2019 0.530
52W High: 10/15/2018 1.390
52W Low: 10/11/2019 0.530
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.581
Avg. volume 1M:   0.000
Avg. price 6M:   0.710
Avg. volume 6M:   0.000
Avg. price 1Y:   0.905
Avg. volume 1Y:   0.000
Volatility 1M:   34.88%
Volatility 6M:   55.82%
Volatility 1Y:   47.44%
Volatility 3Y:   -