Soc. Generale Put 60 CSCO 20.09.2024
/ DE000SW38XX5
Soc. Generale Put 60 CSCO 20.09.2.../ DE000SW38XX5 /
| 2024-06-21 8:13:02 AM |
Chg.-0.09 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
-6.77% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
+3.33% |
| 3 Months |
|
|
+30.53% |
| YTD |
|
|
+37.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.24 |
| 1M High / 1M Low: |
1.36 |
1.15 |
| 6M High / 6M Low: |
1.36 |
0.73 |
| High (YTD): |
2024-06-14 |
1.36 |
| Low (YTD): |
2024-05-16 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.40% |
| Volatility 6M: |
|
97.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
