Soc. Generale Call 420 2FE 20.12.2024
/ DE000SW7NA15
Soc. Generale Call 420 2FE 20.12..../ DE000SW7NA15 /
| 2024-07-26 9:47:24 PM |
Chg.+0.170 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+15.45% |
1.280
Bid Size: 2,400 |
1.390
Ask Size: 2,400 |
FERRARI N.V. |
420.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-4.25 |
| Time value: |
1.36 |
| Break-even: |
433.60 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.04 |
| Spread %: |
3.03% |
| Delta: |
0.33 |
| Theta: |
-0.10 |
| Omega: |
9.29 |
| Rho: |
0.45 |
Quote data
| Open: |
1.100 |
| High: |
1.280 |
| Low: |
1.100 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.22% |
| 1 Month |
|
|
-5.22% |
| 3 Months |
|
|
-52.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.100 |
| 1M High / 1M Low: |
2.060 |
1.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
