Soc. Generale Call 160 CP 19.06.2.../  DE000CJ7L9V8  /

Frankfurt Zert./SG
5/29/2020  9:40:22 PM Chg.-0.230 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
8.100EUR -2.76% 8.050
Bid Size: 4,000
8.180
Ask Size: 4,000
Canadian Pacific Rai... 160.00 USD 6/19/2020 Call

Master data

WKN: CJ7L9V
Issuer: Société Générale
Currency: EUR
Underlying: Canadian Pacific Railway Ltd
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 6/19/2020
Issue date: 11/27/2018
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.71
Leverage: Yes

Calculated values

Fair value: 8.07
Intrinsic value: 8.07
Implied volatility: 1.82
Historic volatility: 0.37
Parity: 8.07
Time value: 0.21
Break-even: 226.74
Moneyness: 1.56
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.13
Spread %: 1.57%
Delta: 0.89
Theta: -0.31
Omega: 2.42
Rho: 0.06
 

Quote data

Open: 7.660
High: 8.130
Low: 7.660
Previous Close: 8.330
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+11.72%
1 Month  
+32.35%
3 Months  
+5.06%
YTD
  -5.59%
1 Year  
+37.29%
3 Years     -
5 Years     -
1W High / 1W Low: 8.330 7.250
1M High / 1M Low: 8.330 5.280
6M High / 6M Low: 10.500 3.400
High (YTD): 2/13/2020 10.500
Low (YTD): 3/18/2020 3.400
52W High: 2/13/2020 10.500
52W Low: 3/18/2020 3.400
Avg. price 1W:   8.012
Avg. volume 1W:   0.000
Avg. price 1M:   6.676
Avg. volume 1M:   0.000
Avg. price 6M:   7.461
Avg. volume 6M:   0.000
Avg. price 1Y:   7.124
Avg. volume 1Y:   2.016
Volatility 1M:   110.52%
Volatility 6M:   151.73%
Volatility 1Y:   113.22%
Volatility 3Y:   -