Soc. Generale Call 420 2FE 20.06.2025
/ DE000SW99542
Soc. Generale Call 420 2FE 20.06..../ DE000SW99542 /
| 9/26/2024 9:40:02 PM |
Chg.+0.140 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.590EUR |
+3.15% |
4.570
Bid Size: 700 |
4.830
Ask Size: 700 |
FERRARI N.V. |
420.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.33 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
0.43 |
| Time value: |
4.17 |
| Break-even: |
466.00 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
1.10% |
| Delta: |
0.60 |
| Theta: |
-0.09 |
| Omega: |
5.58 |
| Rho: |
1.54 |
Quote data
| Open: |
4.640 |
| High: |
5.070 |
| Low: |
4.590 |
| Previous Close: |
4.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.88% |
| 1 Month |
|
|
-8.38% |
| 3 Months |
|
|
+53.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.880 |
4.280 |
| 1M High / 1M Low: |
6.130 |
3.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.957 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
