Soc. Generale Call 500 2FE 20.12.2024
/ DE000SW8GMU4
Soc. Generale Call 500 2FE 20.12..../ DE000SW8GMU4 /
| 06/09/2024 21:46:09 |
Chg.-0.006 |
Bid21:57:24 |
Ask21:57:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-13.95% |
0.036
Bid Size: 10,000 |
0.046
Ask Size: 10,000 |
FERRARI N.V. |
500.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SW8GMU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
03/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
96.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
-0.76 |
| Time value: |
0.04 |
| Break-even: |
504.40 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
29.41% |
| Delta: |
0.15 |
| Theta: |
-0.07 |
| Omega: |
14.57 |
| Rho: |
0.17 |
Quote data
| Open: |
0.041 |
| High: |
0.051 |
| Low: |
0.035 |
| Previous Close: |
0.043 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.56% |
| 1 Month |
|
|
+85.00% |
| 3 Months |
|
|
+42.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.037 |
| 1M High / 1M Low: |
0.078 |
0.017 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
