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

EUWAX
9/29/2020  4:05:43 PM Chg.+0.010 Bid4:05:43 PM Ask4:05:43 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.230
Bid Size: 22,500
0.240
Ask Size: 22,500
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: -372.61
Leverage: Yes

Calculated values

Fair value: 15.51
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.06
Parity: -16.17
Time value: 0.23
Break-even: 0.69
Moneyness: 0.81
Premium: 0.19
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 4.35%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.220
High: 0.230
Low: 0.220
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -41.03%
3 Months
  -48.89%
YTD
  -47.73%
1 Year
  -60.34%
3 Years
  -91.19%
5 Years     -
1W High / 1W Low: 0.240 0.220
1M High / 1M Low: 0.420 0.220
6M High / 6M Low: 1.060 0.220
High (YTD): 3/16/2020 1.510
Low (YTD): 9/28/2020 0.220
52W High: 3/16/2020 1.510
52W Low: 9/28/2020 0.220
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   0.547
Avg. volume 1Y:   .319
Volatility 1M:   55.56%
Volatility 6M:   53.71%
Volatility 1Y:   99.03%
Volatility 3Y:   76.91%