Soc. Generale Call 480 2FE 20.12..../  DE000SW7P535  /

EUWAX
2024-07-05  8:43:11 AM Chg.+0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.420EUR +5.00% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 480.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2024-03-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 90.05
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -9.28
Time value: 0.43
Break-even: 484.30
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.63
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.14
Theta: -0.05
Omega: 12.49
Rho: 0.23
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.48%
1 Month
  -8.70%
3 Months
  -44.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.290
1M High / 1M Low: 0.550 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -