Soc. Generale Call 480 2FE 20.12.2024
/ DE000SW7P535
Soc. Generale Call 480 2FE 20.12..../ DE000SW7P535 /
8/16/2024 11:45:26 AM |
Chg.+0.110 |
Bid9:59:40 PM |
Ask9:59:40 PM |
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 |
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: |
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: |
|
- |