OverviewChartNewsTraderScreen

Soc. Generale Call 45 CSCO 21.06..../  DE000SQ4FFM4  /

EUWAX
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:   -