Soc. Generale Call 460 2FE 20.06.2025
/ DE000SW99567
Soc. Generale Call 460 2FE 20.06..../ DE000SW99567 /
05/09/2024 21:43:41 |
Chg.-0.550 |
Bid21:59:28 |
Ask21:59:28 |
Underlying |
Strike price |
Expiration date |
Option type |
3.000EUR |
-15.49% |
3.010 Bid Size: 1,000 |
3.130 Ask Size: 1,000 |
FERRARI N.V. |
460.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
-2.11 |
Time value: |
3.60 |
Break-even: |
496.00 |
Moneyness: |
0.95 |
Premium: |
0.13 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.13 |
Spread %: |
3.75% |
Delta: |
0.51 |
Theta: |
-0.09 |
Omega: |
6.24 |
Rho: |
1.49 |
Quote data
Open: |
3.430 |
High: |
3.520 |
Low: |
2.920 |
Previous Close: |
3.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.26% |
1 Month |
|
|
+69.49% |
3 Months |
|
|
+61.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.920 |
3.550 |
1M High / 1M Low: |
3.920 |
1.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.804 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |