Soc. Generale Put 340 2FE 20.12.2024
/ DE000SW7NA64
Soc. Generale Put 340 2FE 20.12.2.../ DE000SW7NA64 /
| 2024-07-12 9:51:11 PM |
Chg.-0.040 |
Bid9:57:00 PM |
Ask9:57:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-5.26% |
0.720
Bid Size: 4,200 |
0.790
Ask Size: 4,200 |
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: |
-48.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-5.60 |
| Time value: |
0.82 |
| Break-even: |
331.80 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
3.80% |
| Delta: |
-0.17 |
| Theta: |
-0.06 |
| Omega: |
-8.41 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.740 |
| High: |
0.760 |
| Low: |
0.690 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.10% |
| 1 Month |
|
|
-17.24% |
| 3 Months |
|
|
-51.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.700 |
| 1M High / 1M Low: |
1.110 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.919 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
