Soc. Generale Call 460 2FE 20.06.2025
/ DE000SW99567
Soc. Generale Call 460 2FE 20.06..../ DE000SW99567 /
| 12/07/2024 10:15:11 |
Chg.-0.14 |
Bid21:41:08 |
Ask21:41:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
-6.70% |
1.99
Bid Size: 1,600 |
2.11
Ask Size: 1,600 |
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: |
20.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-6.40 |
| Time value: |
1.97 |
| Break-even: |
479.70 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
3.14% |
| Delta: |
0.35 |
| Theta: |
-0.06 |
| Omega: |
7.11 |
| Rho: |
1.13 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.89 |
| 1M High / 1M Low: |
2.09 |
1.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
