Soc. Generale Put 0.75 USDCHF 20..../  DE000SC5Q7V0  /

EUWAX
10/22/2019  9:14:07 AM Chg.0.000 Bid10/22/2019 Ask10/22/2019 Underlying Strike price Expiration date Option type
0.025EUR 0.00% 0.025
Bid Size: 22,500
0.035
Ask Size: 22,500
CROSSRATE USD/CHF 0.75 CHF 12/20/2019 Put

Master data

WKN: SC5Q7V
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.75 CHF
Maturity: 12/20/2019
Issue date: 8/24/2017
Last trading day: 12/18/2019
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -2,562.69
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.05
Parity: -21.46
Time value: 0.04
Break-even: 0.68
Moneyness: 0.76
Premium: 0.24
Premium p.a.: 2.78
Spread abs.: 0.01
Spread %: 28.57%
Delta: -0.01
Theta: 0.00
Omega: -30.67
Rho: 0.00
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -21.88%
3 Months
  -41.86%
YTD
  -85.29%
1 Year
  -90.38%
3 Years     -
5 Years     -
1W High / 1W Low: 0.026 0.025
1M High / 1M Low: 0.031 0.025
6M High / 6M Low: 0.084 0.025
High (YTD): 1/4/2019 0.170
Low (YTD): 10/21/2019 0.025
52W High: 10/26/2018 0.260
52W Low: 10/21/2019 0.025
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   0.097
Avg. volume 1Y:   0.000
Volatility 1M:   25.99%
Volatility 6M:   67.49%
Volatility 1Y:   62.50%
Volatility 3Y:   -