Soc. Generale Call 58 CSCO 20.06..../  DE000SY0MN22  /

EUWAX
2024-07-31  8:14:46 AM Chg.+0.010 Bid2024-07-31 Ask2024-07-31 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 15,000
0.140
Ask Size: 15,000
Cisco Systems Inc 58.00 USD 2025-06-20 Call
 

Master data

WKN: SY0MN2
Issuer: Société Générale
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 2025-06-20
Issue date: 2024-05-21
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.12
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -0.93
Time value: 0.13
Break-even: 54.91
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.26
Theta: -0.01
Omega: 8.80
Rho: 0.09
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.16%
1 Month  
+18.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.086
1M High / 1M Low: 0.130 0.082
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -