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

EUWAX
10/30/2020  9:08:52 PM Chg.0.000 Bid9:49:26 PM Ask9:49:26 PM Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.210
Bid Size: 6,750
0.220
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: -390.29
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.03
Historic volatility: 0.07
Parity: -6.27
Time value: 0.22
Break-even: 0.79
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 4.55%
Delta: -0.37
Theta: 0.00
Omega: -142.41
Rho: 0.00
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -12.50%
3 Months
  -56.25%
YTD
  -54.35%
1 Year
  -63.16%
3 Years
  -94.64%
5 Years     -
1W High / 1W Low: 0.220 0.210
1M High / 1M Low: 0.250 0.210
6M High / 6M Low: 0.550 0.210
High (YTD): 3/16/2020 1.680
Low (YTD): 10/30/2020 0.210
52W High: 3/16/2020 1.680
52W Low: 10/30/2020 0.210
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   0.461
Avg. volume 1Y:   0.000
Volatility 1M:   67.49%
Volatility 6M:   114.81%
Volatility 1Y:   168.41%
Volatility 3Y:   108.50%