Soc. Generale Put 60 CSCO 20.09.2024
/ DE000SW38XX5
Soc. Generale Put 60 CSCO 20.09.2.../ DE000SW38XX5 /
| 2024-06-21 9:41:44 PM |
Chg.-0.090 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-7.14% |
1.210
Bid Size: 7,000 |
1.220
Ask Size: 7,000 |
Cisco Systems Inc |
60.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.17 |
| Parity: |
1.19 |
| Time value: |
0.03 |
| Break-even: |
43.92 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
-0.83 |
| Theta: |
-0.01 |
| Omega: |
-3.00 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.250 |
| High: |
1.260 |
| Low: |
1.170 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.97% |
| 1 Month |
|
|
+0.86% |
| 3 Months |
|
|
+20.62% |
| YTD |
|
|
+31.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.170 |
| 1M High / 1M Low: |
1.370 |
1.150 |
| 6M High / 6M Low: |
1.370 |
0.740 |
| High (YTD): |
2024-06-13 |
1.370 |
| Low (YTD): |
2024-01-29 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.049 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.19% |
| Volatility 6M: |
|
70.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
