Soc. Generale Put 0.92 USDCHF 18..../  DE000ST3VGD7  /

EUWAX
10/23/2020  9:08:23 PM Chg.+0.17 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
2.07EUR +8.95% 2.10
Bid Size: 6,750
2.11
Ask Size: 6,750
CROSSRATE USD/CHF 0.92 CHF 12/18/2020 Put

Master data

WKN: ST3VGD
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.92 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: -39.96
Leverage: Yes

Calculated values

Fair value: 8.93
Intrinsic value: 1.48
Implied volatility: -
Historic volatility: 0.06
Parity: 1.48
Time value: 0.63
Break-even: 0.84
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.47%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.84
High: 2.13
Low: 1.84
Previous Close: 1.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.05%
1 Month  
+61.72%
3 Months  
+10.11%
YTD  
+36.18%
1 Year  
+39.86%
3 Years     -
5 Years     -
1W High / 1W Low: 2.07 1.71
1M High / 1M Low: 2.07 1.34
6M High / 6M Low: 3.05 0.95
High (YTD): 3/9/2020 4.34
Low (YTD): 2/20/2020 0.83
52W High: 3/9/2020 4.34
52W Low: 2/20/2020 0.83
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   1.65
Avg. volume 1M:   0.00
Avg. price 6M:   1.66
Avg. volume 6M:   0.00
Avg. price 1Y:   1.60
Avg. volume 1Y:   0.00
Volatility 1M:   174.60%
Volatility 6M:   131.81%
Volatility 1Y:   178.56%
Volatility 3Y:   -