Soc. Generale Put 0.86 USDCHF 18..../  DE000ST3VGB1  /

EUWAX
10/22/2020  9:08:42 PM Chg.-0.010 Bid9:08:42 PM Ask9:08:42 PM Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.200
Bid Size: 6,750
0.210
Ask Size: 6,750
CROSSRATE USD/CHF 0.86 CHF 12/18/2020 Put

Master data

WKN: ST3VGB
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.86 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: -401.55
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.06
Parity: -4.23
Time value: 0.21
Break-even: 0.80
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 4.76%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.200
High: 0.210
Low: 0.200
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -20.00%
3 Months
  -39.39%
YTD
  -62.96%
1 Year
  -71.43%
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.250 0.150
6M High / 6M Low: 0.730 0.150
High (YTD): 3/9/2020 1.870
Low (YTD): 10/16/2020 0.150
52W High: 3/9/2020 1.870
52W Low: 10/16/2020 0.150
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.192
Avg. volume 1M:   0.000
Avg. price 6M:   0.400
Avg. volume 6M:   0.000
Avg. price 1Y:   0.521
Avg. volume 1Y:   0.000
Volatility 1M:   130.54%
Volatility 6M:   128.77%
Volatility 1Y:   169.99%
Volatility 3Y:   -