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Soc. Generale Call 40 CSCO 17.01..../  DE000SV4N1R5  /

EUWAX
2024-06-07  9:53:28 AM Chg.+0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.700EUR +2.94% -
Bid Size: -		 -
Ask Size: -		 Cisco Systems Inc 40.00 USD 2025-01-17 Call
 

Master data

WKN: SV4N1R
Issuer: Société Générale
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.54
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 0.54
Time value: 0.14
Break-even: 43.83
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.85
Theta: -0.01
Omega: 5.32
Rho: 0.18
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -18.60%
3 Months
  -27.84%
YTD
  -35.19%
1 Year
  -39.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.680
1M High / 1M Low: 1.190 0.680
6M High / 6M Low: 1.260 0.680
High (YTD): 2024-01-26 1.260
Low (YTD): 2024-06-06 0.680
52W High: 2023-09-01 1.850
52W Low: 2024-06-06 0.680
Avg. price 1W:   0.728
Avg. volume 1W:   0.000
Avg. price 1M:   0.811
Avg. volume 1M:   113.043
Avg. price 6M:   0.987
Avg. volume 6M:   41.600
Avg. price 1Y:   1.195
Avg. volume 1Y:   20.313
Volatility 1M:   149.75%
Volatility 6M:   78.53%
Volatility 1Y:   74.76%
Volatility 3Y:   -