Soc. Generale Call 380 2FE 20.06..../  DE000SW99526  /

Frankfurt Zert./SG
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:   -