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

Frankfurt Zert./SG
10/29/2020  9:49:49 PM Chg.-0.030 Bid10/29/2020 Ask10/29/2020 Underlying Strike price Expiration date Option type
0.150EUR -16.67% 0.150
Bid Size: 6,750
0.160
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: -448.07
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.07
Parity: -4.72
Time value: 0.19
Break-even: 0.80
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 5.26%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.180
High: 0.180
Low: 0.140
Previous Close: 0.180
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -28.57%
3 Months
  -70.59%
YTD
  -72.22%
1 Year
  -75.81%
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.180
1M High / 1M Low: 0.210 0.150
6M High / 6M Low: 0.650 0.150
High (YTD): 3/9/2020 1.880
Low (YTD): 10/16/2020 0.150
52W High: 3/9/2020 1.880
52W Low: 10/16/2020 0.150
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   0.381
Avg. volume 6M:   0.000
Avg. price 1Y:   0.510
Avg. volume 1Y:   0.000
Volatility 1M:   132.79%
Volatility 6M:   129.76%
Volatility 1Y:   169.84%
Volatility 3Y:   -