Soc. Generale Put 380 2FE 20.12.2024
/ DE000SW7NA80
Soc. Generale Put 380 2FE 20.12.2.../ DE000SW7NA80 /
| 10/7/2024 8:52:33 PM |
Chg.+0.030 |
Bid9:24:12 PM |
Ask9:24:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+2.88% |
1.060
Bid Size: 2,900 |
1.130
Ask Size: 2,900 |
FERRARI N.V. |
380.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SW7NA8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-37.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-2.80 |
| Time value: |
1.08 |
| Break-even: |
369.20 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
-0.27 |
| Theta: |
-0.12 |
| Omega: |
-10.30 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.050 |
| High: |
1.110 |
| Low: |
1.030 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.88% |
| 1 Month |
|
|
+22.99% |
| 3 Months |
|
|
-46.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.850 |
| 1M High / 1M Low: |
1.130 |
0.670 |
| 6M High / 6M Low: |
2.830 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.878 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.72% |
| Volatility 6M: |
|
158.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
