Soc. Generale Call 170 CP 19.06.2.../  DE000CU6Z1F0  /

Frankfurt Zert./SG
6/3/2020  8:47:07 AM Chg.-0.340 Bid8:48:13 AM Ask8:48:13 AM Underlying Strike price Expiration date Option type
6.940EUR -4.67% 6.950
Bid Size: 1,000
8.000
Ask Size: 500
Canadian Pacific Rai... 170.00 USD 6/19/2020 Call

Master data

WKN: CU6Z1F
Issuer: Société Générale
Currency: EUR
Underlying: Canadian Pacific Railway Ltd
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 6/19/2020
Issue date: 10/8/2019
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 7.39
Intrinsic value: 7.39
Implied volatility: 1.61
Historic volatility: 0.36
Parity: 7.39
Time value: 0.09
Break-even: 226.79
Moneyness: 1.49
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.13
Spread %: 1.74%
Delta: 0.90
Theta: -0.24
Omega: 2.72
Rho: 0.06
 

Quote data

Open: 6.940
High: 6.940
Low: 6.940
Previous Close: 7.280
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -5.96%
1 Month  
+32.44%
3 Months
  -3.74%
YTD
  -9.99%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 7.420 7.200
1M High / 1M Low: 7.420 4.470
6M High / 6M Low: 9.610 2.850
High (YTD): 2/13/2020 9.610
Low (YTD): 3/18/2020 2.850
52W High: - -
52W Low: - -
Avg. price 1W:   7.320
Avg. volume 1W:   0.000
Avg. price 1M:   5.857
Avg. volume 1M:   0.000
Avg. price 6M:   6.649
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.91%
Volatility 6M:   163.10%
Volatility 1Y:   -
Volatility 3Y:   -