Soc. Generale Call 50 CSCO 20.12.2024
/ DE000SV455J1
Soc. Generale Call 50 CSCO 20.12..../ DE000SV455J1 /
2024-07-26 9:41:38 PM |
Chg.+0.020 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+11.11% |
0.200 Bid Size: 15,000 |
0.210 Ask Size: 15,000 |
Cisco Systems Inc |
50.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SV455J |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 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: |
21.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
-0.20 |
Time value: |
0.21 |
Break-even: |
48.16 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
5.00% |
Delta: |
0.45 |
Theta: |
-0.01 |
Omega: |
9.54 |
Rho: |
0.07 |
Quote data
Open: |
0.190 |
High: |
0.210 |
Low: |
0.180 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.65% |
1 Month |
|
|
+17.65% |
3 Months |
|
|
-25.93% |
YTD |
|
|
-55.56% |
1 Year |
|
|
-74.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.140 |
1M High / 1M Low: |
0.220 |
0.120 |
6M High / 6M Low: |
0.560 |
0.110 |
High (YTD): |
2024-01-29 |
0.560 |
Low (YTD): |
2024-06-13 |
0.110 |
52W High: |
2023-09-01 |
1.120 |
52W Low: |
2024-06-13 |
0.110 |
Avg. price 1W: |
|
0.168 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.164 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.264 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.476 |
Avg. volume 1Y: |
|
19.531 |
Volatility 1M: |
|
196.41% |
Volatility 6M: |
|
157.41% |
Volatility 1Y: |
|
129.93% |
Volatility 3Y: |
|
- |