Soc. Generale Put 60 CSCO 20.09.2024
/ DE000SW38XX5
Soc. Generale Put 60 CSCO 20.09.2.../ DE000SW38XX5 /
05/07/2024 08:13:49 |
Chg.-0.01 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
1.21EUR |
-0.82% |
- Bid Size: - |
- Ask Size: - |
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: |
-3.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
1.19 |
Implied volatility: |
0.52 |
Historic volatility: |
0.17 |
Parity: |
1.19 |
Time value: |
0.06 |
Break-even: |
43.00 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.81% |
Delta: |
-0.81 |
Theta: |
-0.01 |
Omega: |
-2.82 |
Rho: |
-0.10 |
Quote data
Open: |
1.21 |
High: |
1.21 |
Low: |
1.21 |
Previous Close: |
1.22 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.54% |
1 Month |
|
|
-6.20% |
3 Months |
|
|
+14.15% |
YTD |
|
|
+34.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.22 |
1.18 |
1M High / 1M Low: |
1.36 |
1.18 |
6M High / 6M Low: |
1.36 |
0.73 |
High (YTD): |
14/06/2024 |
1.36 |
Low (YTD): |
16/05/2024 |
0.73 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.06 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.15% |
Volatility 6M: |
|
97.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |