Soc. Generale Put 380 2FE 20.12.2024
/ DE000SW7NA80
Soc. Generale Put 380 2FE 20.12.2.../ DE000SW7NA80 /
| 08/10/2024 13:32:46 |
Chg.-0.150 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-13.76% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
13/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-37.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-2.90 |
| Time value: |
1.09 |
| Break-even: |
369.10 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
-0.27 |
| Theta: |
-0.13 |
| Omega: |
-10.14 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
0.940 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.05% |
| 1 Month |
|
|
+17.50% |
| 3 Months |
|
|
-53.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.810 |
| 1M High / 1M Low: |
1.130 |
0.660 |
| 6M High / 6M Low: |
2.910 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.868 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.58% |
| Volatility 6M: |
|
172.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
