Soc. Generale Call 400 2FE 20.12.2024
/ DE000SW7NA07
Soc. Generale Call 400 2FE 20.12..../ DE000SW7NA07 /
| 07/10/2024 13:43:56 |
Chg.-0.070 |
Bid14:25:43 |
Ask14:25:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
-2.36% |
2.910
Bid Size: 10,000 |
2.940
Ask Size: 10,000 |
FERRARI N.V. |
400.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SW7NA0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
13/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.80 |
| Time value: |
2.25 |
| Break-even: |
430.50 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
0.99% |
| Delta: |
0.60 |
| Theta: |
-0.18 |
| Omega: |
8.00 |
| Rho: |
0.43 |
Quote data
| Open: |
2.840 |
| High: |
2.900 |
| Low: |
2.820 |
| Previous Close: |
2.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.27% |
| 1 Month |
|
|
-30.70% |
| 3 Months |
|
|
+22.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.580 |
2.780 |
| 1M High / 1M Low: |
4.470 |
2.780 |
| 6M High / 6M Low: |
5.870 |
1.700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.053 |
| Avg. volume 6M: |
|
20.155 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.05% |
| Volatility 6M: |
|
158.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
