Soc. Generale Put 0.84 USDCHF 18..../  DE000ST3VGA3  /

EUWAX
10/22/2020  9:08:39 PM Chg.0.000 Bid9:08:39 PM Ask9:08:39 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.140
Bid Size: 6,750
0.150
Ask Size: 6,750
CROSSRATE USD/CHF 0.84 CHF 12/18/2020 Put

Master data

WKN: ST3VGA
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.84 CHF
Maturity: 12/18/2020
Issue date: 8/1/2018
Last trading day: 12/16/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -562.17
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.06
Parity: -6.10
Time value: 0.15
Break-even: 0.78
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 6.67%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month
  -6.67%
3 Months
  -41.67%
YTD
  -65.85%
1 Year
  -75.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.150 0.110
6M High / 6M Low: 0.600 0.110
High (YTD): 3/16/2020 1.540
Low (YTD): 10/19/2020 0.110
52W High: 3/16/2020 1.540
52W Low: 10/19/2020 0.110
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   0.399
Avg. volume 1Y:   0.000
Volatility 1M:   101.42%
Volatility 6M:   119.35%
Volatility 1Y:   172.61%
Volatility 3Y:   -