Soc. Generale Put 0.95 USDCHF 18..../  DE000SC5Q8D6  /

EUWAX
10/23/2020  9:08:40 PM Chg.+0.23 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
4.51EUR +5.37% 4.56
Bid Size: 6,750
4.57
Ask Size: 6,750
CROSSRATE USD/CHF 0.95 CHF 12/18/2020 Put

Master data

WKN: SC5Q8D
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.95 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: -18.45
Leverage: Yes

Calculated values

Fair value: 11.97
Intrinsic value: 4.27
Implied volatility: -
Historic volatility: 0.06
Parity: 4.27
Time value: 0.30
Break-even: 0.84
Moneyness: 1.05
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.22%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.20
High: 4.57
Low: 4.20
Previous Close: 4.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.04%
1 Month  
+56.06%
3 Months  
+18.37%
YTD  
+64.60%
1 Year  
+77.56%
3 Years
  -45.13%
5 Years     -
1W High / 1W Low: 4.51 3.99
1M High / 1M Low: 4.51 2.72
6M High / 6M Low: 5.34 1.81
High (YTD): 3/9/2020 5.49
Low (YTD): 2/20/2020 1.64
52W High: 3/9/2020 5.49
52W Low: 2/20/2020 1.64
Avg. price 1W:   4.31
Avg. volume 1W:   0.00
Avg. price 1M:   3.64
Avg. volume 1M:   0.00
Avg. price 6M:   3.26
Avg. volume 6M:   0.00
Avg. price 1Y:   2.92
Avg. volume 1Y:   0.00
Volatility 1M:   119.84%
Volatility 6M:   110.99%
Volatility 1Y:   118.20%
Volatility 3Y:   81.16%