Soc. Generale Put 40 CSCO 16.12.2.../  DE000SF0MJF7  /

EUWAX
9/27/2021  5:58:40 PM Chg.0.000 Bid8:42:46 PM Ask8:42:46 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.160
Bid Size: 100,000
0.170
Ask Size: 100,000
Cisco Systems 40.00 USD 12/16/2022 Put

Master data

WKN: SF0MJF
Issuer: Société Générale
Currency: EUR
Underlying: Cisco Systems
Type: Warrant
Option type: Put
Strike price: 40.00 USD
Maturity: 12/16/2022
Issue date: 5/21/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.47
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.16
Parity: -1.43
Time value: 0.17
Break-even: 32.43
Moneyness: 0.71
Premium: 0.33
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 5.88%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.160
High: 0.170
Low: 0.160
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month  
+41.67%
3 Months
  -10.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.180 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -