Soc. Generale Call 320 CP 19.06.2.../  DE000CU4RSC5  /

EUWAX
6/3/2020  6:00:09 PM Chg.0.000 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 275,000
0.020
Ask Size: 137,500
Canadian Pacific Rai... 320.00 USD 6/19/2020 Call

Master data

WKN: CU4RSC
Issuer: Société Générale
Currency: EUR
Underlying: Canadian Pacific Railway Ltd
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 6/19/2020
Issue date: 7/18/2019
Last trading day: 6/18/2020
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 112.96
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.36
Parity: -0.60
Time value: 0.02
Break-even: 288.09
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.10
Theta: -0.22
Omega: 11.83
Rho: 0.01
 

Quote data

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

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -75.00%
YTD
  -50.00%
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: 0.016 0.001
High (YTD): 3/17/2020 0.016
Low (YTD): 6/2/2020 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:   0.002
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   1,057.18%
Volatility 1Y:   -
Volatility 3Y:   -