Soc. Generale Put 0.98 USDCHF 18..../  DE000ST3VGG0  /

EUWAX
10/22/2020  8:23:23 AM Chg.-0.11 Bid8:40:34 AM Ask8:40:34 AM Underlying Strike price Expiration date Option type
7.16EUR -1.51% 7.13
Bid Size: 6,750
7.14
Ask Size: 6,750
CROSSRATE USD/CHF 0.98 CHF 12/18/2020 Put

Master data

WKN: ST3VGG
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.98 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: -11.98
Leverage: Yes

Calculated values

Fair value: 14.96
Intrinsic value: 6.80
Implied volatility: -
Historic volatility: 0.06
Parity: 6.80
Time value: 0.26
Break-even: 0.84
Moneyness: 1.08
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.14%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 7.16
High: 7.16
Low: 7.16
Previous Close: 7.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.93%
1 Month  
+20.13%
3 Months  
+32.84%
YTD  
+69.67%
1 Year  
+77.67%
3 Years     -
5 Years     -
1W High / 1W Low: 7.27 6.28
1M High / 1M Low: 7.27 5.13
6M High / 6M Low: 7.61 3.16
High (YTD): 8/18/2020 7.61
Low (YTD): 2/19/2020 2.99
52W High: 8/18/2020 7.61
52W Low: 2/19/2020 2.99
Avg. price 1W:   6.74
Avg. volume 1W:   0.00
Avg. price 1M:   6.17
Avg. volume 1M:   0.00
Avg. price 6M:   5.28
Avg. volume 6M:   0.00
Avg. price 1Y:   4.66
Avg. volume 1Y:   0.00
Volatility 1M:   81.19%
Volatility 6M:   91.44%
Volatility 1Y:   98.99%
Volatility 3Y:   -