Soc. Generale Call 400 2FE 20.12.2024
/ DE000SW7NA07
Soc. Generale Call 400 2FE 20.12..../ DE000SW7NA07 /
| 2024-11-12 8:31:48 AM |
Chg.-0.59 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
-18.27% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.26 |
| Parity: |
2.60 |
| Time value: |
0.48 |
| Break-even: |
430.80 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
1.99% |
| Delta: |
0.81 |
| Theta: |
-0.14 |
| Omega: |
11.25 |
| Rho: |
0.33 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
3.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.10% |
| 1 Month |
|
|
-14.84% |
| 3 Months |
|
|
+25.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.64 |
2.15 |
| 1M High / 1M Low: |
5.88 |
2.15 |
| 6M High / 6M Low: |
5.88 |
1.66 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.25 |
| Avg. volume 6M: |
|
4.58 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.42% |
| Volatility 6M: |
|
189.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
