Soc. Generale Put 60 CSCO 20.09.2024
/ DE000SW38XX5
Soc. Generale Put 60 CSCO 20.09.2.../ DE000SW38XX5 /
| 26/07/2024 21:42:15 |
Chg.-0.050 |
Bid21:58:50 |
Ask21:58:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-4.27% |
1.110
Bid Size: 7,000 |
1.120
Ask Size: 7,000 |
Cisco Systems Inc |
60.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SW38XX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
03/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.17 |
| Parity: |
1.12 |
| Time value: |
0.00 |
| Break-even: |
44.07 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
-0.90 |
| Theta: |
-0.01 |
| Omega: |
-3.53 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.140 |
| High: |
1.150 |
| Low: |
1.110 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.27% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
-0.89% |
| YTD |
|
|
+25.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.120 |
| 1M High / 1M Low: |
1.310 |
1.050 |
| 6M High / 6M Low: |
1.370 |
0.740 |
| High (YTD): |
13/06/2024 |
1.370 |
| Low (YTD): |
29/01/2024 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.110 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.24% |
| Volatility 6M: |
|
71.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
