Soc. Generale Put 0.75 USDCHF 18..../  DE000SC5Q796  /

EUWAX
10/30/2020  9:08:51 PM Chg.0.000 Bid9:08:51 PM Ask9:08:51 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 6,750
0.120
Ask Size: 6,750
CROSSRATE USD/CHF 0.75 CHF 12/18/2020 Put

Master data

WKN: SC5Q79
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.75 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: -715.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.07
Parity: -15.63
Time value: 0.12
Break-even: 0.70
Moneyness: 0.82
Premium: 0.18
Premium p.a.: 2.60
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.04
Theta: 0.00
Omega: -30.99
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+23.60%
3 Months
  -15.38%
YTD
  -42.11%
1 Year
  -59.26%
3 Years
  -94.12%
5 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.120 0.084
6M High / 6M Low: 0.280 0.084
High (YTD): 3/16/2020 0.800
Low (YTD): 10/5/2020 0.084
52W High: 3/16/2020 0.800
52W Low: 10/5/2020 0.084
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   0.209
Avg. volume 1Y:   0.000
Volatility 1M:   85.12%
Volatility 6M:   78.65%
Volatility 1Y:   169.61%
Volatility 3Y:   113.69%