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

Frankfurt Zert./SG
10/27/2020  9:37:13 PM Chg.0.000 Bid10/27/2020 Ask10/27/2020 Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.130
Bid Size: 6,750
0.140
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: -604.85
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.00
Implied volatility: 0.01
Historic volatility: 0.07
Parity: -6.33
Time value: 0.14
Break-even: 0.78
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.43
Theta: 0.00
Omega: -261.59
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+8.33%
3 Months
  -53.57%
YTD
  -68.29%
1 Year
  -75.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.140 0.110
6M High / 6M Low: 0.560 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:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.275
Avg. volume 6M:   0.000
Avg. price 1Y:   0.392
Avg. volume 1Y:   0.000
Volatility 1M:   105.19%
Volatility 6M:   117.64%
Volatility 1Y:   171.60%
Volatility 3Y:   -