Soc. Generale Put 45 CSCO 16.09.2.../  DE000SF0M2Q3  /

EUWAX
9/21/2021  8:23:36 AM Chg.-0.010 Bid9:15:01 AM Ask9:15:01 AM Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.210
Bid Size: 60,000
0.220
Ask Size: 60,000
Cisco Systems 45.00 USD 9/16/2022 Put

Master data

WKN: SF0M2Q
Issuer: Société Générale
Currency: EUR
Underlying: Cisco Systems
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 9/16/2022
Issue date: 5/21/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.72
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.16
Parity: -0.93
Time value: 0.23
Break-even: 36.07
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 4.35%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+23.53%
3 Months
  -19.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.220 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -