Soc. Generale Call 54 CSCO 21.03.2025
/ DE000SW7LFB0
Soc. Generale Call 54 CSCO 21.03..../ DE000SW7LFB0 /
| 12/11/2024 08:23:28 |
Chg.+0.040 |
Bid19:43:07 |
Ask19:43:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+6.90% |
0.630
Bid Size: 250,000 |
0.640
Ask Size: 250,000 |
Cisco Systems Inc |
54.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SW7LFB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 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: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.43 |
| Time value: |
0.20 |
| Break-even: |
56.94 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
6.54 |
| Rho: |
0.12 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.91% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+539.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.440 |
| 1M High / 1M Low: |
0.580 |
0.340 |
| 6M High / 6M Low: |
0.580 |
0.085 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.451 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.203 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.84% |
| Volatility 6M: |
|
219.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
