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: |
|
- |
