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

Frankfurt Zert./SG
10/23/2020  9:43:24 PM Chg.+0.160 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
2.070EUR +8.38% 2.100
Bid Size: 6,750
2.110
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: 1.860
High: 2.120
Low: 1.860
Previous Close: 1.910
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+44.76%
1 Month  
+61.72%
3 Months  
+10.11%
YTD  
+36.18%
1 Year  
+39.86%
3 Years     -
5 Years     -
1W High / 1W Low: 2.070 1.710
1M High / 1M Low: 2.070 1.280
6M High / 6M Low: 3.050 0.950
High (YTD): 3/9/2020 4.340
Low (YTD): 2/20/2020 0.840
52W High: 3/9/2020 4.340
52W Low: 2/20/2020 0.840
Avg. price 1W:   1.940
Avg. volume 1W:   0.000
Avg. price 1M:   1.651
Avg. volume 1M:   0.000
Avg. price 6M:   1.665
Avg. volume 6M:   0.000
Avg. price 1Y:   1.602
Avg. volume 1Y:   0.000
Volatility 1M:   172.59%
Volatility 6M:   130.59%
Volatility 1Y:   149.62%
Volatility 3Y:   -