OverviewChartNewsTraderScreen

Soc. Generale Call 50 CSCO 20.12..../  DE000SV455J1  /

EUWAX
9/17/2024  8:28:27 AM Chg.+0.070 Bid12:59:32 PM Ask12:59:32 PM Underlying Strike price Expiration date Option type
0.270EUR +35.00% 0.270
Bid Size: 10,000		 0.280
Ask Size: 10,000		 Cisco Systems Inc 50.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.38
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.09
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 0.09
Time value: 0.19
Break-even: 47.73
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.62
Theta: -0.01
Omega: 10.18
Rho: 0.07
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+68.75%
1 Month  
+50.00%
3 Months  
+125.00%
YTD
  -40.00%
1 Year
  -71.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.270 0.160
6M High / 6M Low: 0.450 0.110
High (YTD): 1/25/2024 0.560
Low (YTD): 8/13/2024 0.110
52W High: 9/18/2023 0.980
52W Low: 8/13/2024 0.110
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.222
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.374
Avg. volume 1Y:   172.549
Volatility 1M:   122.04%
Volatility 6M:   207.81%
Volatility 1Y:   167.56%
Volatility 3Y:   -