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

Frankfurt Zert./SG
10/20/2020  9:51:20 PM Chg.+0.020 Bid10/20/2020 Ask10/20/2020 Underlying Strike price Expiration date Option type
0.180EUR +12.50% 0.180
Bid Size: 6,750
0.190
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: -499.80
Leverage: Yes

Calculated values

Fair value: 2.71
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.07
Parity: -4.67
Time value: 0.17
Break-even: 0.80
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 5.88%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.160
High: 0.180
Low: 0.160
Previous Close: 0.160
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month
  -47.06%
3 Months
  -37.93%
YTD
  -66.67%
1 Year
  -76.62%
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.290 0.150
6M High / 6M Low: 0.760 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:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.408
Avg. volume 6M:   0.000
Avg. price 1Y:   0.523
Avg. volume 1Y:   0.000
Volatility 1M:   139.41%
Volatility 6M:   127.39%
Volatility 1Y:   168.73%
Volatility 3Y:   -