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

EUWAX
2024-07-26  8:28:04 AM Chg.+0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.180EUR +12.50% -
Bid Size: -		 -
Ask Size: -		 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: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+20.00%
3 Months
  -33.33%
YTD
  -60.00%
1 Year
  -76.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: 0.550 0.110
High (YTD): 2024-01-25 0.560
Low (YTD): 2024-06-14 0.110
52W High: 2023-09-01 1.120
52W Low: 2024-06-14 0.110
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.265
Avg. volume 6M:   0.000
Avg. price 1Y:   0.477
Avg. volume 1Y:   171.875
Volatility 1M:   217.14%
Volatility 6M:   179.62%
Volatility 1Y:   146.10%
Volatility 3Y:   -