Soc. Generale Put 340 2FE 20.12.2024
/ DE000SW7NA64
Soc. Generale Put 340 2FE 20.12.2.../ DE000SW7NA64 /
09/07/2024 19:00:05 |
Chg.-0.030 |
Bid19:18:56 |
Ask19:18:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
-3.80% |
0.760 Bid Size: 4,000 |
0.830 Ask Size: 4,000 |
FERRARI N.V. |
340.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
13/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-47.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-5.72 |
Time value: |
0.83 |
Break-even: |
331.70 |
Moneyness: |
0.86 |
Premium: |
0.16 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.03 |
Spread %: |
3.75% |
Delta: |
-0.17 |
Theta: |
-0.06 |
Omega: |
-8.27 |
Rho: |
-0.35 |
Quote data
Open: |
0.770 |
High: |
0.820 |
Low: |
0.760 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.45% |
1 Month |
|
|
-28.97% |
3 Months |
|
|
-48.99% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.790 |
1M High / 1M Low: |
1.110 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.956 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |