Soc. Generale Call 400 2FE 20.12.2024
/ DE000SW7NA07
Soc. Generale Call 400 2FE 20.12..../ DE000SW7NA07 /
26/07/2024 21:46:31 |
Chg.+0.230 |
Bid21:59:58 |
Ask21:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
1.930EUR |
+13.53% |
1.940 Bid Size: 1,600 |
2.090 Ask Size: 1,600 |
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: |
18.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
-2.25 |
Time value: |
2.04 |
Break-even: |
420.40 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.04 |
Spread %: |
2.00% |
Delta: |
0.44 |
Theta: |
-0.11 |
Omega: |
8.17 |
Rho: |
0.58 |
Quote data
Open: |
1.920 |
High: |
1.960 |
Low: |
1.840 |
Previous Close: |
1.700 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.39% |
1 Month |
|
|
-5.85% |
3 Months |
|
|
-46.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.290 |
1.700 |
1M High / 1M Low: |
3.010 |
1.700 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.350 |
Avg. volume 1M: |
|
28.571 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |