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

EUWAX
10/23/2019  2:02:17 PM Chg.-0.07 Bid2:30:31 PM Ask2:30:31 PM Underlying Strike price Expiration date Option type
6.46EUR -1.07% 6.47
Bid Size: 22,500
6.48
Ask Size: 22,500
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: -13.77
Leverage: Yes

Calculated values

Fair value: 97.63
Intrinsic value: 0.95
Implied volatility: -
Historic volatility: 0.05
Parity: 0.95
Time value: 5.58
Break-even: 0.84
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.15%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 6.49
High: 6.49
Low: 6.42
Previous Close: 6.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.41%
1 Month
  -6.38%
3 Months
  -19.25%
YTD
  -39.06%
1 Year
  -40.63%
3 Years     -
5 Years     -
1W High / 1W Low: 6.90 6.37
1M High / 1M Low: 7.19 6.15
6M High / 6M Low: 9.26 6.15
High (YTD): 1/9/2019 10.89
Low (YTD): 10/15/2019 6.15
52W High: 1/9/2019 10.89
52W Low: 10/15/2019 6.15
Avg. price 1W:   6.66
Avg. volume 1W:   0.00
Avg. price 1M:   6.57
Avg. volume 1M:   0.00
Avg. price 6M:   7.50
Avg. volume 6M:   0.00
Avg. price 1Y:   8.40
Avg. volume 1Y:   0.00
Volatility 1M:   61.10%
Volatility 6M:   54.34%
Volatility 1Y:   45.44%
Volatility 3Y:   -