Soc. Generale Call 360 2FE 20.12.2024
/ DE000SW7NAY9
Soc. Generale Call 360 2FE 20.12..../ DE000SW7NAY9 /
| 2024-07-26 9:45:26 PM |
Chg.+0.410 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.100EUR |
+11.11% |
4.130
Bid Size: 800 |
4.350
Ask Size: 800 |
FERRARI N.V. |
360.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW7NAY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
1.75 |
| Time value: |
2.51 |
| Break-even: |
402.60 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
0.71% |
| Delta: |
0.66 |
| Theta: |
-0.12 |
| Omega: |
5.82 |
| Rho: |
0.82 |
Quote data
| Open: |
3.700 |
| High: |
4.160 |
| Low: |
3.700 |
| Previous Close: |
3.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
-3.30% |
| 3 Months |
|
|
-31.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.710 |
3.690 |
| 1M High / 1M Low: |
5.640 |
3.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
