Soc. Generale Call 400 2FE 20.06.2025
/ DE000SW99534
Soc. Generale Call 400 2FE 20.06..../ DE000SW99534 /
16/10/2024 21:49:16 |
Chg.+0.110 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
6.160EUR |
+1.82% |
6.200 Bid Size: 500 |
6.370 Ask Size: 500 |
FERRARI N.V. |
400.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
SW9953 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.13 |
Intrinsic value: |
3.60 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
3.60 |
Time value: |
2.61 |
Break-even: |
462.10 |
Moneyness: |
1.09 |
Premium: |
0.06 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
0.65% |
Delta: |
0.73 |
Theta: |
-0.09 |
Omega: |
5.12 |
Rho: |
1.73 |
Quote data
Open: |
6.120 |
High: |
6.410 |
Low: |
6.030 |
Previous Close: |
6.050 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+20.08% |
1 Month |
|
|
+16.45% |
3 Months |
|
|
+50.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.560 |
4.910 |
1M High / 1M Low: |
6.560 |
4.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.688 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.374 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |