Soc. Generale Call 380 2FE 20.06.2025
/ DE000SW99526
Soc. Generale Call 380 2FE 20.06..../ DE000SW99526 /
8/30/2024 9:47:25 PM |
Chg.+0.160 |
Bid9:58:51 PM |
Ask9:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.900EUR |
+1.83% |
9.020 Bid Size: 400 |
9.370 Ask Size: 400 |
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: |
4.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.67 |
Intrinsic value: |
6.56 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
6.56 |
Time value: |
2.60 |
Break-even: |
471.60 |
Moneyness: |
1.17 |
Premium: |
0.06 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.07 |
Spread %: |
0.77% |
Delta: |
0.80 |
Theta: |
-0.08 |
Omega: |
3.89 |
Rho: |
2.12 |
Quote data
Open: |
8.700 |
High: |
9.050 |
Low: |
8.700 |
Previous Close: |
8.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.64% |
1 Month |
|
|
+109.91% |
3 Months |
|
|
+94.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.900 |
7.550 |
1M High / 1M Low: |
8.900 |
4.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.356 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.304 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |