Soc. Generale Put 360 2FE 20.12.2024
/ DE000SW7NA72
Soc. Generale Put 360 2FE 20.12.2.../ DE000SW7NA72 /
8/16/2024 11:44:45 AM |
Chg.-0.180 |
Bid8:08:31 PM |
Ask8:08:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
-21.18% |
0.660 Bid Size: 4,600 |
0.710 Ask Size: 4,600 |
FERRARI N.V. |
360.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
SW7NA7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
360.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
3/13/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-49.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
-5.76 |
Time value: |
0.85 |
Break-even: |
351.50 |
Moneyness: |
0.86 |
Premium: |
0.16 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.04 |
Spread %: |
4.94% |
Delta: |
-0.18 |
Theta: |
-0.08 |
Omega: |
-8.70 |
Rho: |
-0.28 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-56.49% |
1 Month |
|
|
-44.63% |
3 Months |
|
|
-60.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.540 |
0.850 |
1M High / 1M Low: |
1.780 |
0.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.433 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
234.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |