Soc. Generale Put 340 2FE 20.12.2024
/ DE000SW7NA64
Soc. Generale Put 340 2FE 20.12.2.../ DE000SW7NA64 /
2024-09-06 9:51:11 PM |
Chg.+0.030 |
Bid9:58:34 PM |
Ask9:58:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+10.00% |
0.330 Bid Size: 9,100 |
0.380 Ask Size: 9,100 |
FERRARI N.V. |
340.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-03-13 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-111.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
-8.39 |
Time value: |
0.38 |
Break-even: |
336.20 |
Moneyness: |
0.80 |
Premium: |
0.21 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
-0.09 |
Theta: |
-0.06 |
Omega: |
-10.47 |
Rho: |
-0.12 |
Quote data
Open: |
0.300 |
High: |
0.340 |
Low: |
0.290 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+94.12% |
1 Month |
|
|
-67.65% |
3 Months |
|
|
-69.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.170 |
1M High / 1M Low: |
1.020 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.439 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |