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Soc. Generale Put 55 CSCO 20.09.2.../  DE000SV690J3  /

Frankfurt Zert./SG
2024-07-26  9:42:28 PM Chg.-0.050 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.670EUR -6.94% 0.660
Bid Size: 7,000		 0.670
Ask Size: 7,000		 Cisco Systems Inc 55.00 USD 2024-09-20 Put
 

Master data

WKN: SV690J
Issuer: Société Générale
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.58
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.66
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 0.66
Time value: 0.01
Break-even: 43.96
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 1.52%
Delta: -0.85
Theta: -0.01
Omega: -5.57
Rho: -0.07
 

Quote data

Open: 0.690
High: 0.700
Low: 0.660
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.63%
1 Month
  -8.22%
3 Months
  -2.90%
YTD  
+21.82%
1 Year  
+28.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.670
1M High / 1M Low: 0.850 0.610
6M High / 6M Low: 0.910 0.420
High (YTD): 2024-06-13 0.910
Low (YTD): 2024-01-29 0.420
52W High: 2024-06-13 0.910
52W Low: 2023-09-04 0.340
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.737
Avg. volume 1M:   0.000
Avg. price 6M:   0.682
Avg. volume 6M:   0.000
Avg. price 1Y:   0.597
Avg. volume 1Y:   0.000
Volatility 1M:   94.75%
Volatility 6M:   100.04%
Volatility 1Y:   115.43%
Volatility 3Y:   -