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

EUWAX
2024-05-31  1:59:47 PM Chg.+0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.560EUR +1.82% -
Bid Size: -		 -
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: 0.560
Low: 0.560
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.20%
1 Month
  -20.00%
3 Months
  -30.86%
YTD
  -44.55%
1 Year
  -50.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.550
1M High / 1M Low: 1.090 0.550
6M High / 6M Low: 1.190 0.550
High (YTD): 2024-01-30 1.190
Low (YTD): 2024-05-30 0.550
52W High: 2023-09-01 1.760
52W Low: 2024-05-30 0.550
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.704
Avg. volume 1M:   0.000
Avg. price 6M:   0.889
Avg. volume 6M:   0.000
Avg. price 1Y:   1.107
Avg. volume 1Y:   0.000
Volatility 1M:   170.23%
Volatility 6M:   92.24%
Volatility 1Y:   85.13%
Volatility 3Y:   -