Soc. Generale Put 0.75 USDCHF 19..../  DE000SC5Q721  /

EUWAX
10/11/2019  9:44:09 PM Chg.-0.001 Bid9:44:09 PM Ask9:44:09 PM Underlying Strike price Expiration date Option type
0.087EUR -1.14% 0.087
Bid Size: 7,425
0.097
Ask Size: 7,425
CROSSRATE USD/CHF 0.75 CHF 6/19/2020 Put

Master data

WKN: SC5Q72
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.75 CHF
Maturity: 6/19/2020
Issue date: 8/24/2017
Last trading day: 6/17/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -934.04
Leverage: Yes

Calculated values

Fair value: 3.75
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.05
Parity: -22.44
Time value: 0.10
Break-even: 0.68
Moneyness: 0.75
Premium: 0.25
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 10.31%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.088
High: 0.088
Low: 0.087
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -33.08%
3 Months
  -48.82%
YTD
  -82.24%
1 Year
  -84.74%
3 Years     -
5 Years     -
1W High / 1W Low: 0.089 0.087
1M High / 1M Low: 0.130 0.087
6M High / 6M Low: 0.250 0.087
High (YTD): 1/9/2019 0.500
Low (YTD): 10/11/2019 0.087
52W High: 11/7/2018 0.570
52W Low: 10/11/2019 0.087
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   0.301
Avg. volume 1Y:   0.000
Volatility 1M:   62.09%
Volatility 6M:   71.76%
Volatility 1Y:   65.41%
Volatility 3Y:   -