Soc. Generale Call 27 T1L 19.06.2.../  DE000CL1AEH7  /

EUWAX
5/26/2020  9:13:02 AM Chg.0.000 Bid5/26/2020 Ask5/26/2020 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 12,000
0.020
Ask Size: 10,000
S IMMO AG 27.00 EUR 6/19/2020 Call

Master data

WKN: CL1AEH
Issuer: Société Générale
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 6/19/2020
Issue date: 10/24/2019
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 83.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.31
Historic volatility: 0.37
Parity: -1.03
Time value: 0.02
Break-even: 27.20
Moneyness: 0.62
Premium: 0.63
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.09
Theta: -0.02
Omega: 7.35
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -96.77%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.110 0.001
High (YTD): 3/4/2020 0.110
Low (YTD): 5/25/2020 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.011
Avg. volume 6M:   1,454.545
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   3,850.00%
Volatility 1Y:   -
Volatility 3Y:   -