Soc. Generale Call 480 2FE 20.12.2024
/ DE000SW7P535
Soc. Generale Call 480 2FE 20.12..../ DE000SW7P535 /
| 7/9/2024 11:03:15 AM |
Chg.+0.040 |
Bid11:39:26 AM |
Ask11:39:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+8.70% |
0.500
Bid Size: 20,000 |
0.530
Ask Size: 20,000 |
FERRARI N.V. |
480.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SW7P53 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
77.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-8.28 |
| Time value: |
0.51 |
| Break-even: |
485.10 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.16 |
| Theta: |
-0.05 |
| Omega: |
12.58 |
| Rho: |
0.27 |
Quote data
| Open: |
0.450 |
| High: |
0.500 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.06% |
| 1 Month |
|
|
+13.64% |
| 3 Months |
|
|
-38.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.340 |
| 1M High / 1M Low: |
0.560 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
