Soc. Generale Call 400 2FE 20.06.2025
/ DE000SW99534
Soc. Generale Call 400 2FE 20.06..../ DE000SW99534 /
| 6/27/2024 10:27:53 AM |
Chg.-0.17 |
Bid11:38:50 AM |
Ask11:38:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
-4.11% |
3.93
Bid Size: 10,000 |
3.99
Ask Size: 10,000 |
FERRARI N.V. |
400.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-0.91 |
| Time value: |
3.92 |
| Break-even: |
439.20 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
1.55% |
| Delta: |
0.57 |
| Theta: |
-0.07 |
| Omega: |
5.67 |
| Rho: |
1.79 |
Quote data
| Open: |
4.09 |
| High: |
4.09 |
| Low: |
3.97 |
| Previous Close: |
4.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.28 |
3.97 |
| 1M High / 1M Low: |
4.28 |
3.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
