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Soc. Generale Call 40 CSCO 20.09..../  DE000SQ8Z6U0  /

EUWAX
2024-05-22  9:57:42 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.700EUR -1.41% -
Bid Size: -		 -
Ask Size: -		 Cisco Systems Inc 40.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z6U
Issuer: Société Générale
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.27
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.64
Implied volatility: 0.16
Historic volatility: 0.17
Parity: 0.64
Time value: 0.05
Break-even: 43.75
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: -0.01
Spread %: -1.43%
Delta: 0.97
Theta: 0.00
Omega: 6.09
Rho: 0.12
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.54%
1 Month
  -19.54%
3 Months
  -20.45%
YTD
  -33.33%
1 Year
  -35.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.710
1M High / 1M Low: 1.120 0.710
6M High / 6M Low: 1.230 0.710
High (YTD): 2024-01-25 1.230
Low (YTD): 2024-05-21 0.710
52W High: 2023-09-01 1.800
52W Low: 2024-05-21 0.710
Avg. price 1W:   0.866
Avg. volume 1W:   0.000
Avg. price 1M:   0.821
Avg. volume 1M:   0.000
Avg. price 6M:   0.953
Avg. volume 6M:   24.194
Avg. price 1Y:   1.167
Avg. volume 1Y:   31.250
Volatility 1M:   150.93%
Volatility 6M:   81.85%
Volatility 1Y:   78.54%
Volatility 3Y:   -