Soc. Generale Put 0.9 USDCHF 18.1.../  DE000SC5Q8C8  /

EUWAX
10/23/2020  9:08:38 PM Chg.+0.08 Bid9:53:30 PM Ask9:53:30 PM Underlying Strike price Expiration date Option type
1.04EUR +8.33% 1.05
Bid Size: 6,750
1.06
Ask Size: 6,750
CROSSRATE USD/CHF 0.90 CHF 12/18/2020 Put

Master data

WKN: SC5Q8C
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.90 CHF
Maturity: 12/18/2020
Issue date: 8/24/2017
Last trading day: 12/16/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -79.54
Leverage: Yes

Calculated values

Fair value: 6.90
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.06
Parity: -0.39
Time value: 1.06
Break-even: 0.83
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.94%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.92
High: 1.06
Low: 0.92
Previous Close: 0.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+65.08%
1 Month  
+62.50%
3 Months  
+5.05%
YTD
  -0.95%
1 Year
  -4.59%
3 Years
  -82.75%
5 Years     -
1W High / 1W Low: 1.04 0.75
1M High / 1M Low: 1.04 0.63
6M High / 6M Low: 1.79 0.59
High (YTD): 3/9/2020 3.22
Low (YTD): 2/20/2020 0.56
52W High: 3/9/2020 3.22
52W Low: 2/20/2020 0.56
Avg. price 1W:   0.94
Avg. volume 1W:   0.00
Avg. price 1M:   0.79
Avg. volume 1M:   0.00
Avg. price 6M:   0.98
Avg. volume 6M:   860.33
Avg. price 1Y:   1.05
Avg. volume 1Y:   436.99
Volatility 1M:   175.98%
Volatility 6M:   139.63%
Volatility 1Y:   160.52%
Volatility 3Y:   102.98%