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

Frankfurt Zert./SG
2024-05-03  1:36:22 PM Chg.0.000 Bid2024-05-03 Ask2024-05-03 Underlying Strike price Expiration date Option type
0.280EUR 0.00% 0.280
Bid Size: 20,000		 0.290
Ask Size: 20,000		 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: 14.54
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.17
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 0.17
Time value: 0.13
Break-even: 44.94
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.67
Theta: -0.02
Omega: 9.79
Rho: 0.04
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.32%
1 Month
  -37.78%
3 Months
  -54.84%
YTD
  -55.56%
1 Year
  -49.09%
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.280
1M High / 1M Low: 0.530 0.280
6M High / 6M Low: 0.940 0.280
High (YTD): 2024-01-29 0.780
Low (YTD): 2024-05-02 0.280
52W High: 2023-09-01 1.360
52W Low: 2024-05-02 0.280
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.410
Avg. volume 1M:   0.000
Avg. price 6M:   0.558
Avg. volume 6M:   0.000
Avg. price 1Y:   0.752
Avg. volume 1Y:   0.000
Volatility 1M:   135.99%
Volatility 6M:   117.65%
Volatility 1Y:   96.72%
Volatility 3Y:   -