Soc. Generale Call 420 2FE 20.12.2024
/ DE000SW7NA15
Soc. Generale Call 420 2FE 20.12..../ DE000SW7NA15 /
| 13/09/2024 08:33:46 |
Chg.-0.33 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
-10.15% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
420.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SW7NA1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
13/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.66 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.55 |
| Time value: |
2.34 |
| Break-even: |
448.90 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
1.05% |
| Delta: |
0.59 |
| Theta: |
-0.14 |
| Omega: |
8.68 |
| Rho: |
0.59 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
3.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.58% |
| 1 Month |
|
|
+82.50% |
| 3 Months |
|
|
+71.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.25 |
2.85 |
| 1M High / 1M Low: |
4.31 |
1.60 |
| 6M High / 6M Low: |
4.31 |
1.07 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.45% |
| Volatility 6M: |
|
179.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
