Soc. Generale Call 440 2FE 20.12.2024
/ DE000SW7NA23
Soc. Generale Call 440 2FE 20.12..../ DE000SW7NA23 /
| 2024-07-05 9:51:03 PM |
Chg.-0.160 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-14.81% |
0.940
Bid Size: 3,200 |
1.030
Ask Size: 3,200 |
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: |
38.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-5.28 |
| Time value: |
1.00 |
| Break-even: |
450.00 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.04 |
| Spread %: |
4.17% |
| Delta: |
0.28 |
| Theta: |
-0.07 |
| Omega: |
10.70 |
| Rho: |
0.44 |
Quote data
| Open: |
1.050 |
| High: |
1.140 |
| Low: |
0.900 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
-9.80% |
| 3 Months |
|
|
-43.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
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: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
