Soc. Generale Call 380 2FE 20.06.2025
/ DE000SW99526
Soc. Generale Call 380 2FE 20.06..../ DE000SW99526 /
| 7/12/2024 9:47:57 PM |
Chg.+0.200 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.500EUR |
+3.77% |
5.470
Bid Size: 600 |
5.680
Ask Size: 600 |
FERRARI N.V. |
380.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
SW9952 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.19 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
1.60 |
| Time value: |
3.81 |
| Break-even: |
434.10 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
1.12% |
| Delta: |
0.66 |
| Theta: |
-0.07 |
| Omega: |
4.86 |
| Rho: |
1.96 |
Quote data
| Open: |
5.280 |
| High: |
5.650 |
| Low: |
5.280 |
| Previous Close: |
5.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.70% |
| 1 Month |
|
|
+9.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.670 |
5.260 |
| 1M High / 1M Low: |
5.670 |
4.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
