Soc. Generale Call 460 2FE 20.12.2024
/ DE000SW7NA31
Soc. Generale Call 460 2FE 20.12..../ DE000SW7NA31 /
| 08/11/2024 13:25:03 |
Chg.+0.030 |
Bid14:09:31 |
Ask14:09:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+16.67% |
0.210
Bid Size: 15,000 |
0.220
Ask Size: 15,000 |
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: |
154.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.26 |
| Parity: |
-4.23 |
| Time value: |
0.27 |
| Break-even: |
462.70 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.06 |
| Spread %: |
28.57% |
| Delta: |
0.15 |
| Theta: |
-0.11 |
| Omega: |
23.26 |
| Rho: |
0.07 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.210 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-82.79% |
| 1 Month |
|
|
-70.42% |
| 3 Months |
|
|
-63.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
0.140 |
| 1M High / 1M Low: |
1.710 |
0.140 |
| 6M High / 6M Low: |
2.010 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
3,509.600 |
| Avg. price 1M: |
|
1.119 |
| Avg. volume 1M: |
|
762.957 |
| Avg. price 6M: |
|
0.891 |
| Avg. volume 6M: |
|
132.939 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
485.83% |
| Volatility 6M: |
|
282.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
