Soc. Generale Call 38 ISR 19.06.2.../  DE000CJ56543  /

Frankfurt Zert./SG
5/29/2020  9:39:01 PM Chg.+0.020 Bid9:59:10 PM Ask- Underlying Strike price Expiration date Option type
0.810EUR +2.53% 0.820
Bid Size: 3,452
-
Ask Size: -
ISRA VISION O.N. 38.00 EUR 6/19/2020 Call

Master data

WKN: CJ5654
Issuer: Société Générale
Currency: EUR
Underlying: ISRA VISION O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 6/19/2020
Issue date: 11/16/2018
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.41
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.85
Implied volatility: 0.96
Historic volatility: 0.57
Parity: 0.85
Time value: 0.01
Break-even: 46.60
Moneyness: 1.22
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.83
Theta: -0.03
Omega: 4.47
Rho: 0.01
 

Quote data

Open: 0.760
High: 0.880
Low: 0.760
Previous Close: 0.790
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -12.90%
1 Month
  -25.00%
3 Months
  -32.50%
YTD  
+39.66%
1 Year  
+32.79%
3 Years     -
5 Years     -
1W High / 1W Low: 0.930 0.790
1M High / 1M Low: 1.130 0.780
6M High / 6M Low: 1.260 0.250
High (YTD): 2/10/2020 1.260
Low (YTD): 1/30/2020 0.250
52W High: 2/10/2020 1.260
52W Low: 1/30/2020 0.250
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   0.926
Avg. volume 1M:   0.000
Avg. price 6M:   0.838
Avg. volume 6M:   12.500
Avg. price 1Y:   0.765
Avg. volume 1Y:   18.145
Volatility 1M:   169.44%
Volatility 6M:   418.25%
Volatility 1Y:   314.09%
Volatility 3Y:   -