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Soc. Generale Call 40 CSCO 20.12..../  DE000SV455G7  /

EUWAX
2024-05-22  1:38:45 PM Chg.-0.020 Bid4:29:54 PM Ask4:29:54 PM Underlying Strike price Expiration date Option type
0.750EUR -2.60% 0.780
Bid Size: 250,000		 0.790
Ask Size: 250,000		 Cisco Systems Inc 40.00 USD 2024-12-20 Call
 

Master data

WKN: SV455G
Issuer: Société Générale
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.64
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 0.64
Time value: 0.12
Break-even: 44.45
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.89
Theta: -0.01
Omega: 5.06
Rho: 0.18
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.21%
1 Month
  -21.05%
3 Months
  -18.48%
YTD
  -29.91%
1 Year
  -32.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.770
1M High / 1M Low: 1.170 0.770
6M High / 6M Low: 1.260 0.770
High (YTD): 2024-01-25 1.260
Low (YTD): 2024-05-21 0.770
52W High: 2023-09-01 1.840
52W Low: 2024-05-21 0.770
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   0.884
Avg. volume 1M:   0.000
Avg. price 6M:   1.001
Avg. volume 6M:   0.000
Avg. price 1Y:   1.209
Avg. volume 1Y:   20.313
Volatility 1M:   140.58%
Volatility 6M:   75.34%
Volatility 1Y:   74.22%
Volatility 3Y:   -