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

Frankfurt Zert./SG
10/27/2020  12:33:35 PM Chg.-0.010 Bid1:02:52 PM Ask1:02:52 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.380
Bid Size: 22,500
0.390
Ask Size: 22,500
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: -217.13
Leverage: Yes

Calculated values

Fair value: 3.98
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.07
Parity: -2.60
Time value: 0.39
Break-even: 0.82
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 2.56%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.390
High: 0.390
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+15.63%
3 Months
  -47.14%
YTD
  -50.00%
1 Year
  -55.42%
3 Years     -
5 Years     -
1W High / 1W Low: 0.460 0.380
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:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.368
Avg. volume 1M:   0.000
Avg. price 6M:   0.600
Avg. volume 6M:   0.000
Avg. price 1Y:   0.713
Avg. volume 1Y:   0.000
Volatility 1M:   199.28%
Volatility 6M:   144.00%
Volatility 1Y:   166.43%
Volatility 3Y:   -