Soc. Generale Put 1 USDCHF 18.06..../  DE000SC5Q8N5  /

EUWAX
9/18/2020  9:08:55 PM Chg.-0.19 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
9.47EUR -1.97% 9.46
Bid Size: 6,750
9.47
Ask Size: 6,750
CROSSRATE USD/CHF 1.00 CHF 6/18/2021 Put

Master data

WKN: SC5Q8N
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 1.00 CHF
Maturity: 6/18/2021
Issue date: 8/24/2017
Last trading day: 6/16/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -8.69
Leverage: Yes

Calculated values

Fair value: 53.30
Intrinsic value: 8.51
Implied volatility: -
Historic volatility: 0.06
Parity: 8.51
Time value: 1.20
Break-even: 0.83
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.10%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 9.68
High: 9.69
Low: 9.43
Previous Close: 9.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.66%
1 Month
  -8.59%
3 Months  
+34.90%
YTD  
+35.09%
1 Year  
+41.55%
3 Years
  -33.03%
5 Years     -
1W High / 1W Low: 9.75 9.55
1M High / 1M Low: 10.36 8.89
6M High / 6M Low: 10.36 5.72
High (YTD): 3/9/2020 10.42
Low (YTD): 2/19/2020 5.67
52W High: 3/9/2020 10.42
52W Low: 11/27/2019 5.38
Avg. price 1W:   9.67
Avg. volume 1W:   0.00
Avg. price 1M:   9.63
Avg. volume 1M:   0.00
Avg. price 6M:   7.61
Avg. volume 6M:   0.00
Avg. price 1Y:   7.12
Avg. volume 1Y:   0.00
Volatility 1M:   55.84%
Volatility 6M:   72.77%
Volatility 1Y:   69.38%
Volatility 3Y:   51.19%