Soc. Generale Put 400 2FE 20.12.2024
/ DE000SW7P543
Soc. Generale Put 400 2FE 20.12.2.../ DE000SW7P543 /
| 6/28/2024 8:41:44 AM |
Chg.+0.13 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+4.38% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-11.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
1.78 |
| Time value: |
1.59 |
| Break-even: |
366.30 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.20% |
| Delta: |
-0.53 |
| Theta: |
-0.06 |
| Omega: |
-5.96 |
| Rho: |
-1.12 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
2.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.38% |
| 1 Month |
|
|
-18.64% |
| 3 Months |
|
|
+3.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.73 |
| 1M High / 1M Low: |
3.81 |
2.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
