Soc. Generale Call 34 ISR 19.06.2.../  DE000CJ7F8U0  /

Frankfurt Zert./SG
5/29/2020  9:38:14 PM Chg.+0.020 Bid9:59:32 PM Ask- Underlying Strike price Expiration date Option type
1.210EUR +1.68% 1.220
Bid Size: 2,368
-
Ask Size: -
ISRA VISION O.N. 34.00 EUR 6/19/2020 Call

Master data

WKN: CJ7F8U
Issuer: Société Générale
Currency: EUR
Underlying: ISRA VISION O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 6/19/2020
Issue date: 11/20/2018
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.69
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.25
Implied volatility: 1.23
Historic volatility: 0.57
Parity: 1.25
Time value: 0.01
Break-even: 46.60
Moneyness: 1.37
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -0.03
Omega: 3.22
Rho: 0.02
 

Quote data

Open: 1.170
High: 1.280
Low: 1.170
Previous Close: 1.190
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -13.57%
1 Month
  -18.79%
3 Months
  -24.38%
YTD  
+51.25%
1 Year  
+57.14%
3 Years     -
5 Years     -
1W High / 1W Low: 1.330 1.190
1M High / 1M Low: 1.530 1.180
6M High / 6M Low: 1.660 0.400
High (YTD): 2/10/2020 1.660
Low (YTD): 1/30/2020 0.400
52W High: 2/10/2020 1.660
52W Low: 8/28/2019 0.390
Avg. price 1W:   1.260
Avg. volume 1W:   0.000
Avg. price 1M:   1.333
Avg. volume 1M:   0.000
Avg. price 6M:   1.167
Avg. volume 6M:   0.000
Avg. price 1Y:   1.027
Avg. volume 1Y:   0.000
Volatility 1M:   112.27%
Volatility 6M:   340.49%
Volatility 1Y:   257.56%
Volatility 3Y:   -