Soc. Generale Call 52 CSCO 21.03.2025
/ DE000SW7LFA2
Soc. Generale Call 52 CSCO 21.03..../ DE000SW7LFA2 /
| 12/11/2024 08:23:28 |
Chg.+0.040 |
Bid07:48:04 |
Ask07:48:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+5.56% |
0.770
Bid Size: 7,000 |
0.790
Ask Size: 7,000 |
Cisco Systems Inc |
52.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SW7LFA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
12/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.62 |
| Time value: |
0.16 |
| Break-even: |
56.57 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.69 |
| Rho: |
0.13 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.03% |
| 1 Month |
|
|
+85.37% |
| 3 Months |
|
|
+533.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.580 |
| 1M High / 1M Low: |
0.760 |
0.450 |
| 6M High / 6M Low: |
0.760 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.277 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.04% |
| Volatility 6M: |
|
196.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
