Soc. Generale Call 380 2FE 20.12.2024
/ DE000SW7NAZ6
Soc. Generale Call 380 2FE 20.12..../ DE000SW7NAZ6 /
18/10/2024 21:47:03 |
Chg.-0.070 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
6.830EUR |
-1.01% |
6.860 Bid Size: 500 |
7.080 Ask Size: 500 |
FERRARI N.V. |
380.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SW7NAZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
13/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.63 |
Intrinsic value: |
6.31 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
6.31 |
Time value: |
0.70 |
Break-even: |
450.10 |
Moneyness: |
1.17 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.05 |
Spread %: |
0.72% |
Delta: |
0.87 |
Theta: |
-0.15 |
Omega: |
5.47 |
Rho: |
0.53 |
Quote data
Open: |
6.840 |
High: |
7.200 |
Low: |
6.780 |
Previous Close: |
6.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.62% |
1 Month |
|
|
+21.53% |
3 Months |
|
|
+123.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.900 |
5.880 |
1M High / 1M Low: |
6.900 |
4.090 |
6M High / 6M Low: |
7.620 |
2.610 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.416 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.341 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.333 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
165.37% |
Volatility 6M: |
|
145.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |