Soc. Generale Call 58 CSCO 21.03..../  DE000SW7LFC8  /

Frankfurt Zert./SG
2024-11-12  8:33:12 PM Chg.-0.010 Bid9:05:46 PM Ask9:05:46 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.370
Bid Size: 300,000
0.380
Ask Size: 300,000
Cisco Systems Inc 58.00 USD 2025-03-21 Call
 

Master data

WKN: SW7LFC
Issuer: Société Générale
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-12
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.47
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.06
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.06
Time value: 0.32
Break-even: 58.19
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.59
Theta: -0.01
Omega: 8.50
Rho: 0.10
 

Quote data

Open: 0.370
High: 0.380
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+42.31%
1 Month  
+105.56%
3 Months  
+722.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.260
1M High / 1M Low: 0.380 0.170
6M High / 6M Low: 0.380 0.038
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   600
Avg. price 1M:   0.263
Avg. volume 1M:   142.857
Avg. price 6M:   0.107
Avg. volume 6M:   22.901
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.44%
Volatility 6M:   259.64%
Volatility 1Y:   -
Volatility 3Y:   -