Soc. Generale Put 0.96 USDCHF 18..../  DE000ST3VGF2  /

EUWAX
10/20/2020  9:07:17 PM Chg.+0.31 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
5.21EUR +6.33% 5.20
Bid Size: 6,750
5.21
Ask Size: 6,750
CROSSRATE USD/CHF 0.96 CHF 12/18/2020 Put

Master data

WKN: ST3VGF
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.96 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: -17.30
Leverage: Yes

Calculated values

Fair value: 12.74
Intrinsic value: 4.66
Implied volatility: -
Historic volatility: 0.07
Parity: 4.66
Time value: 0.25
Break-even: 0.85
Moneyness: 1.05
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.20%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.91
High: 5.25
Low: 4.91
Previous Close: 4.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.27%
1 Month  
+3.58%
3 Months  
+63.84%
YTD  
+61.30%
1 Year  
+50.14%
3 Years     -
5 Years     -
1W High / 1W Low: 4.90 4.44
1M High / 1M Low: 5.02 3.45
6M High / 6M Low: 5.84 2.32
High (YTD): 3/9/2020 6.07
Low (YTD): 2/20/2020 2.08
52W High: 3/9/2020 6.07
52W Low: 2/20/2020 2.08
Avg. price 1W:   4.61
Avg. volume 1W:   0.00
Avg. price 1M:   4.30
Avg. volume 1M:   0.00
Avg. price 6M:   3.82
Avg. volume 6M:   8.49
Avg. price 1Y:   3.44
Avg. volume 1Y:   4.35
Volatility 1M:   116.04%
Volatility 6M:   103.26%
Volatility 1Y:   109.80%
Volatility 3Y:   -