Soc. Generale Put 360 2FE 20.06.2025
/ DE000SW996A2
Soc. Generale Put 360 2FE 20.06.2.../ DE000SW996A2 /
| 2024-07-26 9:57:35 AM |
Chg.-0.09 |
Bid7:50:06 AM |
Ask7:50:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
-3.30% |
2.48
Bid Size: 1,300 |
2.62
Ask Size: 1,300 |
FERRARI N.V. |
360.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-1.75 |
| Time value: |
2.62 |
| Break-even: |
333.80 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
1.95% |
| Delta: |
-0.33 |
| Theta: |
-0.04 |
| Omega: |
-4.80 |
| Rho: |
-1.37 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.32% |
| 1 Month |
|
|
+4.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.27 |
| 1M High / 1M Low: |
2.73 |
2.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
