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Soc. Generale Call 40 CSCO 20.12..../  DE000SV455G7  /

EUWAX
2024-06-07  8:28:21 AM Chg.+0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.680EUR +3.03% -
Bid Size: -		 -
Ask Size: -		 Cisco Systems Inc 40.00 USD 2024-12-20 Call
 

Master data

WKN: SV455G
Issuer: Société Générale
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.43
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.54
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 0.54
Time value: 0.12
Break-even: 43.63
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.86
Theta: -0.01
Omega: 5.56
Rho: 0.16
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.49%
1 Month
  -19.05%
3 Months
  -27.66%
YTD
  -36.45%
1 Year
  -40.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.660
1M High / 1M Low: 1.170 0.660
6M High / 6M Low: 1.260 0.660
High (YTD): 2024-01-25 1.260
Low (YTD): 2024-06-06 0.660
52W High: 2023-09-01 1.840
52W Low: 2024-06-06 0.660
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.792
Avg. volume 1M:   0.000
Avg. price 6M:   0.976
Avg. volume 6M:   0.000
Avg. price 1Y:   1.185
Avg. volume 1Y:   0.000
Volatility 1M:   149.60%
Volatility 6M:   80.17%
Volatility 1Y:   75.84%
Volatility 3Y:   -