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

EUWAX
7/23/2021  6:32:50 PM Chg.-0.020 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.220EUR -8.33% -
Bid Size: -
-
Ask Size: -
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: -20.14
Leverage: Yes

Calculated values

Fair value: 2.59
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.19
Parity: -0.81
Time value: 0.23
Break-even: 35.93
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 4.35%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.230
High: 0.230
Low: 0.220
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -15.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.270 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -