Soc. Generale Call 380 2FE 20.12.2024
/ DE000SW7NAZ6
Soc. Generale Call 380 2FE 20.12..../ DE000SW7NAZ6 /
| 04/10/2024 21:44:36 |
Chg.+0.250 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.340EUR |
+6.11% |
4.290
Bid Size: 700 |
4.480
Ask Size: 700 |
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: |
9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.73 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
2.80 |
| Time value: |
1.63 |
| Break-even: |
424.30 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
0.68% |
| Delta: |
0.71 |
| Theta: |
-0.18 |
| Omega: |
6.52 |
| Rho: |
0.51 |
Quote data
| Open: |
4.070 |
| High: |
4.340 |
| Low: |
4.040 |
| Previous Close: |
4.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.73% |
| 1 Month |
|
|
-28.15% |
| 3 Months |
|
|
+26.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.040 |
4.090 |
| 1M High / 1M Low: |
6.110 |
4.090 |
| 6M High / 6M Low: |
7.620 |
2.610 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.225 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.29% |
| Volatility 6M: |
|
137.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
