Soc. Generale Call 440 2FE 20.12.2024
/ DE000SW7NA23
Soc. Generale Call 440 2FE 20.12..../ DE000SW7NA23 /
| 09/08/2024 21:45:43 |
Chg.0.000 |
Bid21:50:24 |
Ask21:50:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
0.00% |
0.880
Bid Size: 3,500 |
0.930
Ask Size: 3,500 |
FERRARI N.V. |
440.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SW7NA2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
13/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
41.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-5.54 |
| Time value: |
0.92 |
| Break-even: |
449.20 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.26 |
| Theta: |
-0.09 |
| Omega: |
10.81 |
| Rho: |
0.33 |
Quote data
| Open: |
0.860 |
| High: |
0.970 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-15.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.880 |
| 1M High / 1M Low: |
1.320 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.938 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
