Soc. Generale Put 60 CSCO 21.06.2024
/ DE000SW38XW7
Soc. Generale Put 60 CSCO 21.06.2.../ DE000SW38XW7 /
| 23/05/2024 08:13:30 |
Chg.-0.04 |
Bid09:30:05 |
Ask09:30:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-3.33% |
1.14
Bid Size: 10,000 |
1.17
Ask Size: 10,000 |
Cisco Systems Inc |
60.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
SW38XW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
03/10/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.17 |
| Parity: |
1.20 |
| Time value: |
0.01 |
| Break-even: |
43.18 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
-0.92 |
| Theta: |
-0.01 |
| Omega: |
-3.29 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.38% |
| 1 Month |
|
|
+5.45% |
| 3 Months |
|
|
+11.54% |
| YTD |
|
|
+31.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
0.71 |
| 1M High / 1M Low: |
1.22 |
0.71 |
| 6M High / 6M Low: |
1.22 |
0.71 |
| High (YTD): |
03/05/2024 |
1.22 |
| Low (YTD): |
16/05/2024 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.30% |
| Volatility 6M: |
|
104.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
