Soc. Generale Put 360 2FE 20.06.2025
/ DE000SW996A2
Soc. Generale Put 360 2FE 20.06.2.../ DE000SW996A2 /
| 09/08/2024 21:51:07 |
Chg.+0.010 |
Bid21:59:00 |
Ask21:59:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.720EUR |
+0.37% |
2.710
Bid Size: 1,200 |
2.770
Ask Size: 1,200 |
FERRARI N.V. |
360.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
SW996A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-2.46 |
| Time value: |
2.77 |
| Break-even: |
332.30 |
| Moneyness: |
0.94 |
| Premium: |
0.14 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
1.84% |
| Delta: |
-0.32 |
| Theta: |
-0.05 |
| Omega: |
-4.40 |
| Rho: |
-1.29 |
Quote data
| Open: |
2.700 |
| High: |
2.750 |
| Low: |
2.660 |
| Previous Close: |
2.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.97% |
| 1 Month |
|
|
+27.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.710 |
| 1M High / 1M Low: |
2.920 |
2.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.466 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
