Soc. Generale Put 55 CSCO 20.09.2024
/ DE000SV690J3
Soc. Generale Put 55 CSCO 20.09.2.../ DE000SV690J3 /
02/09/2024 21:51:09 |
Chg.+0.020 |
Bid02/09/2024 |
Ask02/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+5.00% |
0.420 Bid Size: 7,200 |
0.460 Ask Size: 7,200 |
Cisco Systems Inc |
55.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
09/06/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
0.40 |
Time value: |
0.01 |
Break-even: |
45.70 |
Moneyness: |
1.09 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.01 |
Spread %: |
2.50% |
Delta: |
-0.89 |
Theta: |
-0.01 |
Omega: |
-9.96 |
Rho: |
-0.02 |
Quote data
Open: |
0.400 |
High: |
0.420 |
Low: |
0.370 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.51% |
1 Month |
|
|
-46.15% |
3 Months |
|
|
-48.15% |
YTD |
|
|
-23.64% |
1 Year |
|
|
+23.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.370 |
1M High / 1M Low: |
0.930 |
0.370 |
6M High / 6M Low: |
0.930 |
0.370 |
High (YTD): |
12/08/2024 |
0.930 |
Low (YTD): |
27/08/2024 |
0.370 |
52W High: |
12/08/2024 |
0.930 |
52W Low: |
04/09/2023 |
0.340 |
Avg. price 1W: |
|
0.402 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.622 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.687 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.615 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
180.45% |
Volatility 6M: |
|
118.86% |
Volatility 1Y: |
|
126.11% |
Volatility 3Y: |
|
- |