Soc. Generale Call 380 2FE 20.06.2025
/ DE000SW99526
Soc. Generale Call 380 2FE 20.06..../ DE000SW99526 /
12/07/2024 21:47:57 |
Chg.+0.200 |
Bid21:59:32 |
Ask21:59:32 |
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 |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
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: |
|
- |