Soc. Generale Call 500 2FE 20.12.2024
/ DE000SW8GMU4
Soc. Generale Call 500 2FE 20.12..../ DE000SW8GMU4 /
| 16/07/2024 14:32:49 |
Chg.-0.003 |
Bid15:11:35 |
Ask15:11:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
-12.00% |
0.023
Bid Size: 200,000 |
0.033
Ask Size: 200,000 |
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: |
119.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-1.05 |
| Time value: |
0.03 |
| Break-even: |
503.30 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
43.48% |
| Delta: |
0.11 |
| Theta: |
-0.04 |
| Omega: |
13.23 |
| Rho: |
0.17 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.018 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.52% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
-57.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.025 |
| 1M High / 1M Low: |
0.032 |
0.018 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
