Soc. Generale Put 320 2FE 20.12.2024
/ DE000SW7NA56
Soc. Generale Put 320 2FE 20.12.2.../ DE000SW7NA56 /
| 7/26/2024 9:48:39 PM |
Chg.-0.080 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-10.81% |
0.650
Bid Size: 4,700 |
0.720
Ask Size: 4,700 |
FERRARI N.V. |
320.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SW7NA5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-53.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-5.75 |
| Time value: |
0.70 |
| Break-even: |
313.00 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
-0.16 |
| Theta: |
-0.06 |
| Omega: |
-8.62 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.700 |
| High: |
0.730 |
| Low: |
0.650 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.86% |
| 1 Month |
|
|
-2.94% |
| 3 Months |
|
|
-19.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.520 |
| 1M High / 1M Low: |
0.740 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
