Soc. Generale Put 1 USDCHF 20.12..../  DE000SC5Q705  /

EUWAX
10/23/2019  9:51:19 PM Chg.-0.11 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
1.61EUR -6.40% 1.60
Bid Size: 7,425
1.61
Ask Size: 7,425
CROSSRATE USD/CHF 1.00 CHF 12/20/2019 Put

Master data

WKN: SC5Q70
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 1.00 CHF
Maturity: 12/20/2019
Issue date: 8/24/2017
Last trading day: 12/18/2019
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -52.56
Leverage: Yes

Calculated values

Fair value: 7.50
Intrinsic value: 0.95
Implied volatility: -
Historic volatility: 0.05
Parity: 0.95
Time value: 0.76
Break-even: 0.89
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.58%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.70
High: 1.70
Low: 1.57
Previous Close: 1.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.27%
1 Month
  -21.08%
3 Months
  -45.61%
YTD
  -72.10%
1 Year
  -71.30%
3 Years     -
5 Years     -
1W High / 1W Low: 2.05 1.46
1M High / 1M Low: 2.33 1.23
6M High / 6M Low: 4.20 1.23
High (YTD): 1/9/2019 6.00
Low (YTD): 10/15/2019 1.23
52W High: 1/9/2019 6.00
52W Low: 10/15/2019 1.23
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   3.43
Avg. volume 1Y:   3.98
Volatility 1M:   209.04%
Volatility 6M:   155.66%
Volatility 1Y:   121.37%
Volatility 3Y:   -