Soc. Generale Call 420 2FE 20.06.2025
/ DE000SW99542
Soc. Generale Call 420 2FE 20.06..../ DE000SW99542 /
| 16/10/2024 09:39:57 |
Chg.-0.57 |
Bid13:29:13 |
Ask13:29:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.97EUR |
-10.29% |
4.88
Bid Size: 9,000 |
4.92
Ask Size: 9,000 |
FERRARI N.V. |
420.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
SW9954 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.93 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
1.60 |
| Time value: |
3.36 |
| Break-even: |
469.60 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
0.81% |
| Delta: |
0.65 |
| Theta: |
-0.09 |
| Omega: |
5.72 |
| Rho: |
1.58 |
Quote data
| Open: |
4.97 |
| High: |
4.97 |
| Low: |
4.97 |
| Previous Close: |
5.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.81% |
| 1 Month |
|
|
+10.20% |
| 3 Months |
|
|
+73.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.54 |
4.08 |
| 1M High / 1M Low: |
5.54 |
3.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
