Soc. Generale Call 380 2FE 20.12.2024
/ DE000SW7NAZ6
Soc. Generale Call 380 2FE 20.12..../ DE000SW7NAZ6 /
2024-07-26 8:31:39 AM |
Chg.-0.11 |
Bid2:46:28 PM |
Ask2:46:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.54EUR |
-4.15% |
2.85 Bid Size: 10,000 |
2.89 Ask Size: 10,000 |
FERRARI N.V. |
380.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-03-13 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
-0.46 |
Time value: |
2.64 |
Break-even: |
406.40 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.04 |
Spread %: |
1.54% |
Delta: |
0.54 |
Theta: |
-0.11 |
Omega: |
7.68 |
Rho: |
0.71 |
Quote data
Open: |
2.54 |
High: |
2.54 |
Low: |
2.54 |
Previous Close: |
2.65 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.36% |
1 Month |
|
|
-34.37% |
3 Months |
|
|
-39.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.40 |
2.65 |
1M High / 1M Low: |
4.28 |
2.65 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.45 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |