Soc. Generale Put 380 2FE 20.06.2025
/ DE000SW996B0
Soc. Generale Put 380 2FE 20.06.2.../ DE000SW996B0 /
16/10/2024 12:13:42 |
Chg.-0.020 |
Bid12:54:28 |
Ask12:54:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.690EUR |
-1.17% |
1.730 Bid Size: 15,000 |
1.770 Ask Size: 15,000 |
FERRARI N.V. |
380.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
SW996B |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
380.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-24.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-5.60 |
Time value: |
1.75 |
Break-even: |
362.50 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.04 |
Spread %: |
2.34% |
Delta: |
-0.23 |
Theta: |
-0.06 |
Omega: |
-5.73 |
Rho: |
-0.80 |
Quote data
Open: |
1.670 |
High: |
1.710 |
Low: |
1.620 |
Previous Close: |
1.710 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.66% |
1 Month |
|
|
-22.48% |
3 Months |
|
|
-41.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.190 |
1.610 |
1M High / 1M Low: |
2.530 |
1.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.896 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.090 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |