Soc. Generale Put 0.8 USDCHF 18.1.../  DE000SC5Q8A2  /

EUWAX
10/27/2020  9:08:17 PM Chg.+0.010 Bid9:08:17 PM Ask9:08:17 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 6,750
0.130
Ask Size: 6,750
CROSSRATE USD/CHF 0.80 CHF 12/18/2020 Put

Master data

WKN: SC5Q8A
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.80 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: -705.66
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.07
Parity: -10.06
Time value: 0.12
Break-even: 0.75
Moneyness: 0.88
Premium: 0.12
Premium p.a.: 1.22
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.08
Theta: 0.00
Omega: -59.10
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  
+9.09%
1 Month  
+33.33%
3 Months
  -33.33%
YTD
  -53.85%
1 Year
  -66.67%
3 Years
  -95.38%
5 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.120 0.085
6M High / 6M Low: 0.370 0.085
High (YTD): 3/16/2020 1.120
Low (YTD): 10/5/2020 0.085
52W High: 3/16/2020 1.120
52W Low: 10/5/2020 0.085
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   0.000
Avg. price 1Y:   0.270
Avg. volume 1Y:   0.000
Volatility 1M:   79.24%
Volatility 6M:   90.75%
Volatility 1Y:   177.61%
Volatility 3Y:   114.48%