Soc. Generale Call 480 2FE 20.12.2024
/ DE000SW7P535
Soc. Generale Call 480 2FE 20.12..../ DE000SW7P535 /
| 16/08/2024 11:45:26 |
Chg.+0.110 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+18.64% |
0.630
Bid Size: 4,800 |
0.680
Ask Size: 4,800 |
FERRARI N.V. |
480.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
-6.37 |
| Time value: |
0.68 |
| Break-even: |
486.80 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
4.62% |
| Delta: |
0.21 |
| Theta: |
-0.08 |
| Omega: |
12.83 |
| Rho: |
0.28 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+105.88% |
| 1 Month |
|
|
+118.75% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.330 |
| 1M High / 1M Low: |
0.700 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
