Soc. Generale Call 440 2FE 20.06.2025
/ DE000SW99559
Soc. Generale Call 440 2FE 20.06..../ DE000SW99559 /
| 2024-07-26 9:57:36 AM |
Chg.+0.12 |
Bid2:43:31 PM |
Ask2:43:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
+6.67% |
1.88
Bid Size: 15,000 |
1.93
Ask Size: 15,000 |
FERRARI N.V. |
440.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
SW9955 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
-6.46 |
| Time value: |
1.81 |
| Break-even: |
458.10 |
| Moneyness: |
0.85 |
| Premium: |
0.22 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
2.84% |
| Delta: |
0.34 |
| Theta: |
-0.06 |
| Omega: |
7.09 |
| Rho: |
0.99 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
-22.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.80 |
| 1M High / 1M Low: |
2.76 |
1.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
