Soc. Generale Call 50 CSCO 20.06.2025
/ DE000SU2YMZ1
Soc. Generale Call 50 CSCO 20.06..../ DE000SU2YMZ1 /
| 12/11/2024 08:28:22 |
Chg.+0.040 |
Bid15:35:12 |
Ask15:35:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+4.30% |
0.990
Bid Size: 225,000 |
1.000
Ask Size: 225,000 |
Cisco Systems Inc |
50.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
SU2YMZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.81 |
| Time value: |
0.18 |
| Break-even: |
56.79 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
4.69 |
| Rho: |
0.22 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.63% |
| 1 Month |
|
|
+64.41% |
| 3 Months |
|
|
+304.17% |
| YTD |
|
|
+73.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.760 |
| 1M High / 1M Low: |
0.930 |
0.630 |
| 6M High / 6M Low: |
0.930 |
0.220 |
| High (YTD): |
11/11/2024 |
0.930 |
| Low (YTD): |
13/08/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.74% |
| Volatility 6M: |
|
145.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
