Soc. Generale Call 440 2FE 20.12.2024
/ DE000SW7NA23
Soc. Generale Call 440 2FE 20.12..../ DE000SW7NA23 /
2024-06-28 9:44:48 PM |
Chg.-0.070 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-8.05% |
0.810 Bid Size: 3,800 |
0.900 Ask Size: 3,800 |
FERRARI N.V. |
440.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-03-13 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
43.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.24 |
Parity: |
-5.78 |
Time value: |
0.88 |
Break-even: |
448.80 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.04 |
Spread %: |
4.76% |
Delta: |
0.25 |
Theta: |
-0.07 |
Omega: |
10.98 |
Rho: |
0.42 |
Quote data
Open: |
0.890 |
High: |
0.920 |
Low: |
0.780 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-25.23% |
1 Month |
|
|
-19.19% |
3 Months |
|
|
-66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.300 |
0.800 |
1M High / 1M Low: |
1.320 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
224.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |