Soc. Generale Call 250 CP 19.06.2.../  DE000CU4J5N7  /

EUWAX
5/26/2020  8:58:43 AM Chg.+0.001 Bid11:06:07 AM Ask11:06:07 AM Underlying Strike price Expiration date Option type
0.044EUR +2.33% 0.048
Bid Size: 35,000
0.065
Ask Size: 25,000
Canadian Pacific Rai... 250.00 USD 6/19/2020 Call

Master data

WKN: CU4J5N
Issuer: Société Générale
Currency: EUR
Underlying: Canadian Pacific Railway Ltd
Type: Warrant
Option type: Call
Strike price: 250.00 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: 37.49
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.37
Parity: -0.08
Time value: 0.06
Break-even: 235.22
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 1.55
Spread abs.: 0.01
Spread %: 16.95%
Delta: 0.33
Theta: -0.13
Omega: 12.34
Rho: 0.04
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.043
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+120.00%
1 Month
  -4.35%
3 Months
  -74.12%
YTD
  -74.12%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.050 0.020
1M High / 1M Low: 0.054 0.007
6M High / 6M Low: 0.270 0.007
High (YTD): 2/13/2020 0.270
Low (YTD): 5/14/2020 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   823.58%
Volatility 6M:   503.82%
Volatility 1Y:   -
Volatility 3Y:   -