Soc. Generale Call 42 CSCO 16.01.2026
/ DE000SW8QNA3
Soc. Generale Call 42 CSCO 16.01..../ DE000SW8QNA3 /
2024-07-12 9:24:52 AM |
Chg.+0.030 |
Bid11:03:20 AM |
Ask11:03:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
+3.95% |
0.780 Bid Size: 9,000 |
0.790 Ask Size: 9,000 |
Cisco Systems Inc |
42.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
SW8QNA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-08 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
0.44 |
Time value: |
0.36 |
Break-even: |
46.62 |
Moneyness: |
1.11 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
0.78 |
Theta: |
-0.01 |
Omega: |
4.18 |
Rho: |
0.39 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.760 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.25% |
1 Month |
|
|
+6.76% |
3 Months |
|
|
-26.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.730 |
1M High / 1M Low: |
0.840 |
0.700 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.764 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.776 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |