Soc. Generale Put 400 2FE 20.12.2024
/ DE000SW7P543
Soc. Generale Put 400 2FE 20.12.2.../ DE000SW7P543 /
| 7/5/2024 9:47:19 PM |
Chg.+0.270 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.920EUR |
+10.19% |
2.890
Bid Size: 1,100 |
3.060
Ask Size: 1,100 |
FERRARI N.V. |
400.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SW7P54 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
1.28 |
| Time value: |
1.71 |
| Break-even: |
370.10 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.36% |
| Delta: |
-0.50 |
| Theta: |
-0.06 |
| Omega: |
-6.51 |
| Rho: |
-1.03 |
Quote data
| Open: |
2.640 |
| High: |
3.020 |
| Low: |
2.640 |
| Previous Close: |
2.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.52% |
| 1 Month |
|
|
-8.75% |
| 3 Months |
|
|
-21.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.280 |
2.650 |
| 1M High / 1M Low: |
3.380 |
2.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
