Soc. Generale Put 0.94 USDCHF 18..../  DE000ST3VGE5  /

EUWAX
10/22/2020  9:08:44 PM Chg.-0.22 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
3.40EUR -6.08% 3.39
Bid Size: 6,750
3.40
Ask Size: 6,750
CROSSRATE USD/CHF 0.94 CHF 12/18/2020 Put

Master data

WKN: ST3VGE
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.94 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: -23.49
Leverage: Yes

Calculated values

Fair value: 10.96
Intrinsic value: 3.22
Implied volatility: -
Historic volatility: 0.06
Parity: 3.22
Time value: 0.37
Break-even: 0.84
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.28%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 3.52
High: 3.52
Low: 3.35
Previous Close: 3.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.64%
1 Month  
+26.39%
3 Months  
+29.77%
YTD  
+51.79%
1 Year  
+48.47%
3 Years     -
5 Years     -
1W High / 1W Low: 3.62 2.71
1M High / 1M Low: 3.62 2.10
6M High / 6M Low: 4.26 1.46
High (YTD): 3/9/2020 4.99
Low (YTD): 2/20/2020 1.29
52W High: 3/9/2020 4.99
52W Low: 2/20/2020 1.29
Avg. price 1W:   3.12
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   2.57
Avg. volume 6M:   0.00
Avg. price 1Y:   2.37
Avg. volume 1Y:   0.00
Volatility 1M:   145.70%
Volatility 6M:   118.50%
Volatility 1Y:   136.04%
Volatility 3Y:   -