Soc. Generale Call 45 CSCO 21.06.2024
/ DE000SQ4FFM4
Soc. Generale Call 45 CSCO 21.06..../ DE000SQ4FFM4 /
2024-05-31 1:59:47 PM |
Chg.0.000 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
45.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SQ4FFM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 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: |
22.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
0.14 |
Time value: |
0.05 |
Break-even: |
43.38 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
5.56% |
Delta: |
0.73 |
Theta: |
-0.02 |
Omega: |
16.49 |
Rho: |
0.02 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.140 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.00% |
1 Month |
|
|
-54.84% |
3 Months |
|
|
-67.44% |
YTD |
|
|
-77.78% |
1 Year |
|
|
-82.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.140 |
1M High / 1M Low: |
0.640 |
0.140 |
6M High / 6M Low: |
0.780 |
0.140 |
High (YTD): |
2024-01-29 |
0.780 |
Low (YTD): |
2024-05-31 |
0.140 |
52W High: |
2023-09-01 |
1.360 |
52W Low: |
2024-05-31 |
0.140 |
Avg. price 1W: |
|
0.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.292 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.494 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.722 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
303.37% |
Volatility 6M: |
|
153.16% |
Volatility 1Y: |
|
128.32% |
Volatility 3Y: |
|
- |