Soc. Generale Put 0.85 USDCHF 18..../  DE000SC5Q8B0  /

EUWAX
10/23/2020  9:08:38 PM Chg.+0.010 Bid9:08:38 PM Ask9:08:38 PM Underlying Strike price Expiration date Option type
0.240EUR +4.35% 0.240
Bid Size: 6,750
0.250
Ask Size: 6,750
CROSSRATE USD/CHF 0.85 CHF 12/18/2020 Put

Master data

WKN: SC5Q8B
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.85 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: -337.23
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.06
Parity: -5.05
Time value: 0.25
Break-even: 0.79
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 4.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.230
High: 0.240
Low: 0.230
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -4.00%
3 Months
  -25.00%
YTD
  -47.83%
1 Year
  -59.32%
3 Years
  -94.10%
5 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.250 0.210
6M High / 6M Low: 0.690 0.210
High (YTD): 3/16/2020 1.680
Low (YTD): 10/19/2020 0.210
52W High: 3/16/2020 1.680
52W Low: 10/19/2020 0.210
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   0.468
Avg. volume 1Y:   0.000
Volatility 1M:   71.98%
Volatility 6M:   116.31%
Volatility 1Y:   168.31%
Volatility 3Y:   108.38%