Soc. Generale Call 380 2FE 20.12.2024
/ DE000SW7NAZ6
Soc. Generale Call 380 2FE 20.12..../ DE000SW7NAZ6 /
9/3/2024 4:38:47 PM |
Chg.+0.200 |
Bid5:42:05 PM |
Ask5:42:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.620EUR |
+2.70% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
380.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
3/13/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.38 |
Intrinsic value: |
6.71 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
6.71 |
Time value: |
1.09 |
Break-even: |
458.00 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.44 |
Spread %: |
5.98% |
Delta: |
0.85 |
Theta: |
-0.12 |
Omega: |
4.88 |
Rho: |
0.89 |
Quote data
Open: |
7.400 |
High: |
7.840 |
Low: |
7.400 |
Previous Close: |
7.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.39% |
1 Month |
|
|
+103.20% |
3 Months |
|
|
+165.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.490 |
6.780 |
1M High / 1M Low: |
7.490 |
3.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.168 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |