Soc. Generale Call 460 2FE 20.12.2024
/ DE000SW7NA31
Soc. Generale Call 460 2FE 20.12..../ DE000SW7NA31 /
| 12/07/2024 21:46:59 |
Chg.+0.060 |
Bid21:57:00 |
Ask21:57:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+8.22% |
0.780
Bid Size: 3,900 |
0.860
Ask Size: 3,900 |
FERRARI N.V. |
460.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SW7NA3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
13/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
47.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-6.04 |
| Time value: |
0.85 |
| Break-even: |
468.50 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.03 |
| Spread %: |
3.66% |
| Delta: |
0.24 |
| Theta: |
-0.07 |
| Omega: |
11.40 |
| Rho: |
0.39 |
Quote data
| Open: |
0.730 |
| High: |
0.830 |
| Low: |
0.730 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.40% |
| 1 Month |
|
|
+5.33% |
| 3 Months |
|
|
-30.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.730 |
| 1M High / 1M Low: |
0.860 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
