Soc. Generale Call 290 CP 19.06.2.../  DE000CU4J5Q0  /

EUWAX
5/29/2020  6:24:33 PM Chg.- Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 88,000
0.020
Ask Size: 88,000
Canadian Pacific Rai... 290.00 USD 6/19/2020 Call

Master data

WKN: CU4J5Q
Issuer: Société Générale
Currency: EUR
Underlying: Canadian Pacific Railway Ltd
Type: Warrant
Option type: Call
Strike price: 290.00 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: 112.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.37
Parity: -0.36
Time value: 0.02
Break-even: 262.89
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 23.36
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.13
Theta: -0.16
Omega: 14.64
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -96.30%
YTD
  -96.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.002 0.001
6M High / 6M Low: 0.055 0.001
High (YTD): 2/6/2020 0.055
Low (YTD): 5/29/2020 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:   0.019
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   414.47%
Volatility 6M:   1,020.19%
Volatility 1Y:   -
Volatility 3Y:   -