Soc. Generale Put 0.88 USDCHF 18..../  DE000ST3VGC9  /

EUWAX
10/22/2020  8:52:56 AM Chg.-0.010 Bid8:59:00 AM Ask8:59:00 AM Underlying Strike price Expiration date Option type
0.450EUR -2.17% 0.440
Bid Size: 11,250
0.450
Ask Size: 11,250
CROSSRATE USD/CHF 0.88 CHF 12/18/2020 Put

Master data

WKN: ST3VGC
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.88 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: -183.31
Leverage: Yes

Calculated values

Fair value: 4.89
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.06
Parity: -2.37
Time value: 0.46
Break-even: 0.81
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.17%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.71%
1 Month
  -2.17%
3 Months
  -11.76%
YTD
  -39.19%
1 Year
  -50.55%
3 Years     -
5 Years     -
1W High / 1W Low: 0.460 0.270
1M High / 1M Low: 0.460 0.270
6M High / 6M Low: 1.080 0.270
High (YTD): 3/9/2020 2.420
Low (YTD): 10/16/2020 0.270
52W High: 3/9/2020 2.420
52W Low: 10/16/2020 0.270
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.364
Avg. volume 1M:   0.000
Avg. price 6M:   0.611
Avg. volume 6M:   0.000
Avg. price 1Y:   0.719
Avg. volume 1Y:   0.000
Volatility 1M:   190.04%
Volatility 6M:   143.33%
Volatility 1Y:   211.93%
Volatility 3Y:   -