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

EUWAX
10/27/2020  9:08:12 PM Chg.0.00 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
4.22EUR 0.00% 4.15
Bid Size: 6,750
4.16
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: -20.07
Leverage: Yes

Calculated values

Fair value: 11.01
Intrinsic value: 3.93
Implied volatility: -
Historic volatility: 0.07
Parity: 3.93
Time value: 0.29
Break-even: 0.84
Moneyness: 1.05
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.24%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.29
High: 4.30
Low: 4.22
Previous Close: 4.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.01%
1 Month  
+43.05%
3 Months
  -1.63%
YTD  
+54.01%
1 Year  
+74.38%
3 Years
  -46.85%
5 Years     -
1W High / 1W Low: 4.51 4.22
1M High / 1M Low: 4.51 2.95
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:   4.34
Avg. volume 1W:   0.00
Avg. price 1M:   3.76
Avg. volume 1M:   0.00
Avg. price 6M:   3.29
Avg. volume 6M:   0.00
Avg. price 1Y:   2.94
Avg. volume 1Y:   0.00
Volatility 1M:   118.52%
Volatility 6M:   111.04%
Volatility 1Y:   118.31%
Volatility 3Y:   81.31%