Soc. Generale Call 460 2FE 20.06.2025
/ DE000SW99567
Soc. Generale Call 460 2FE 20.06..../ DE000SW99567 /
| 10/15/2024 9:28:47 AM |
Chg.- |
Bid8:32:09 AM |
Ask8:32:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.36EUR |
- |
2.88
Bid Size: 1,100 |
3.03
Ask Size: 1,100 |
FERRARI N.V. |
460.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
SW9956 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
-2.40 |
| Time value: |
2.97 |
| Break-even: |
489.70 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
1.71% |
| Delta: |
0.48 |
| Theta: |
-0.09 |
| Omega: |
7.04 |
| Rho: |
1.21 |
Quote data
| Open: |
3.36 |
| High: |
3.36 |
| Low: |
3.36 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.98% |
| 1 Month |
|
|
+25.84% |
| 3 Months |
|
|
+107.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
2.35 |
| 1M High / 1M Low: |
3.36 |
2.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
