Soc. Generale Call 190 CP 19.06.2.../  DE000CU4J5K3  /

EUWAX
5/26/2020  6:06:22 PM Chg.+0.060 Bid9:34:51 PM Ask9:34:51 PM Underlying Strike price Expiration date Option type
0.520EUR +13.04% 0.540
Bid Size: 44,000
0.550
Ask Size: 44,000
Canadian Pacific Rai... 190.00 USD 6/19/2020 Call

Master data

WKN: CU4J5K
Issuer: Société Générale
Currency: EUR
Underlying: Canadian Pacific Railway Ltd
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 6/19/2020
Issue date: 7/1/2019
Last trading day: 6/18/2020
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.34
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.47
Implied volatility: 1.23
Historic volatility: 0.37
Parity: 0.47
Time value: 0.04
Break-even: 225.28
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.79
Theta: -0.26
Omega: 3.44
Rho: 0.08
 

Quote data

Open: 0.450
High: 0.520
Low: 0.450
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.83%
1 Month  
+36.84%
3 Months
  -16.13%
YTD
  -13.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.410
1M High / 1M Low: 0.480 0.280
6M High / 6M Low: 0.770 0.200
High (YTD): 2/13/2020 0.770
Low (YTD): 3/18/2020 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.374
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.35%
Volatility 6M:   177.47%
Volatility 1Y:   -
Volatility 3Y:   -