Soc. Generale Put 340 2FE 20.12.2.../  DE000SW7NA64  /

EUWAX
2024-07-05  8:31:34 AM Chg.-0.050 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.800EUR -5.88% -
Bid Size: -
-
Ask Size: -
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: -41.63
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -4.72
Time value: 0.93
Break-even: 330.70
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 3.33%
Delta: -0.20
Theta: -0.05
Omega: -8.29
Rho: -0.40
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.53%
1 Month
  -21.57%
3 Months
  -48.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.800
1M High / 1M Low: 1.080 0.800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.934
Avg. volume 1W:   0.000
Avg. price 1M:   0.959
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -