Soc. Generale Call 420 2FE 20.12.2024
/ DE000SW7NA15
Soc. Generale Call 420 2FE 20.12..../ DE000SW7NA15 /
2024-06-28 9:48:59 PM |
Chg.-0.090 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.340EUR |
-6.29% |
1.350 Bid Size: 2,300 |
1.470 Ask Size: 2,300 |
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: |
26.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.24 |
Parity: |
-3.78 |
Time value: |
1.45 |
Break-even: |
434.50 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.04 |
Spread %: |
2.84% |
Delta: |
0.36 |
Theta: |
-0.08 |
Omega: |
9.43 |
Rho: |
0.58 |
Quote data
Open: |
1.450 |
High: |
1.500 |
Low: |
1.310 |
Previous Close: |
1.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-23.43% |
1 Month |
|
|
-10.07% |
3 Months |
|
|
-57.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.980 |
1.340 |
1M High / 1M Low: |
1.980 |
1.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.629 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |