OverviewChartNewsTraderScreen

Soc. Generale Call 40 CSCO 21.06..../  DE000SQ4FFL6  /

Frankfurt Zert./SG
2024-05-31  9:43:14 PM Chg.+0.020 Bid9:58:33 PM Ask- Underlying Strike price Expiration date Option type
0.600EUR +3.45% 0.610
Bid Size: 10,000		 -
Ask Size: -		 Cisco Systems Inc 40.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FFL
Issuer: Société Générale
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.03
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.60
Implied volatility: 0.34
Historic volatility: 0.17
Parity: 0.60
Time value: 0.01
Break-even: 42.97
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 6.85
Rho: 0.02
 

Quote data

Open: 0.560
High: 0.600
Low: 0.550
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -11.76%
3 Months
  -26.83%
YTD
  -40.59%
1 Year
  -47.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.580
1M High / 1M Low: 0.890 0.580
6M High / 6M Low: 1.200 0.580
High (YTD): 2024-01-29 1.200
Low (YTD): 2024-05-30 0.580
52W High: 2023-09-01 1.760
52W Low: 2024-05-30 0.580
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.695
Avg. volume 1M:   0.000
Avg. price 6M:   0.891
Avg. volume 6M:   0.000
Avg. price 1Y:   1.108
Avg. volume 1Y:   0.000
Volatility 1M:   106.35%
Volatility 6M:   73.92%
Volatility 1Y:   73.63%
Volatility 3Y:   -