Soc. Generale Put 340 2FE 20.12.2024
/ DE000SW7NA64
Soc. Generale Put 340 2FE 20.12.2.../ DE000SW7NA64 /
| 10/16/2024 9:48:44 PM |
Chg.-0.010 |
Bid9:54:41 PM |
Ask9:54:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.140
Bid Size: 10,000 |
0.190
Ask Size: 10,000 |
FERRARI N.V. |
340.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SW7NA6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-229.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
-9.60 |
| Time value: |
0.19 |
| Break-even: |
338.10 |
| Moneyness: |
0.78 |
| Premium: |
0.22 |
| Premium p.a.: |
2.12 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.06 |
| Theta: |
-0.06 |
| Omega: |
-12.95 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.140 |
| High: |
0.190 |
| Low: |
0.140 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.28% |
| 1 Month |
|
|
-59.46% |
| 3 Months |
|
|
-81.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.140 |
| 1M High / 1M Low: |
0.430 |
0.140 |
| 6M High / 6M Low: |
1.500 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.99% |
| Volatility 6M: |
|
197.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
