Soc. Generale Put 1 USDCHF 18.12..../  DE000SC5Q8E4  /

EUWAX
10/30/2020  9:08:52 PM Chg.-0.16 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
7.99EUR -1.96% 8.00
Bid Size: 6,750
8.01
Ask Size: 6,750
CROSSRATE USD/CHF 1.00 CHF 12/18/2020 Put

Master data

WKN: SC5Q8E
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 1.00 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: -10.72
Leverage: Yes

Calculated values

Fair value: 14.80
Intrinsic value: 7.78
Implied volatility: -
Historic volatility: 0.07
Parity: 7.78
Time value: 0.23
Break-even: 0.86
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.12%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 8.21
High: 8.23
Low: 7.99
Previous Close: 8.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.68%
1 Month  
+5.13%
3 Months
  -5.33%
YTD  
+43.96%
1 Year  
+58.53%
3 Years
  -27.10%
5 Years     -
1W High / 1W Low: 8.86 7.99
1M High / 1M Low: 9.15 7.60
6M High / 6M Low: 9.40 4.21
High (YTD): 8/18/2020 9.40
Low (YTD): 5/6/2020 4.21
52W High: 8/18/2020 9.40
52W Low: 11/27/2019 4.01
Avg. price 1W:   8.49
Avg. volume 1W:   0.00
Avg. price 1M:   8.37
Avg. volume 1M:   0.00
Avg. price 6M:   7.05
Avg. volume 6M:   0.00
Avg. price 1Y:   6.16
Avg. volume 1Y:   0.00
Volatility 1M:   57.46%
Volatility 6M:   74.93%
Volatility 1Y:   86.69%
Volatility 3Y:   63.36%