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

EUWAX
7/23/2021  4:38:00 PM Chg.-0.010 Bid4:47:29 PM Ask4:47:29 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.170
Bid Size: 125,000
0.180
Ask Size: 125,000
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: -24.38
Leverage: Yes

Calculated values

Fair value: 2.75
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.19
Parity: -1.24
Time value: 0.19
Break-even: 32.08
Moneyness: 0.73
Premium: 0.31
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 5.26%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -5.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.190
1M High / 1M Low: 0.200 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -