Soc. Generale Put 400 2FE 20.12.2024
/ DE000SW7P543
Soc. Generale Put 400 2FE 20.12.2.../ DE000SW7P543 /
| 09/07/2024 08:42:07 |
Chg.-0.29 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
-10.03% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.28 |
| Time value: |
2.43 |
| Break-even: |
372.90 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
1.50% |
| Delta: |
-0.44 |
| Theta: |
-0.07 |
| Omega: |
-6.50 |
| Rho: |
-0.91 |
Quote data
| Open: |
2.60 |
| High: |
2.60 |
| Low: |
2.60 |
| Previous Close: |
2.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.45% |
| 1 Month |
|
|
-18.24% |
| 3 Months |
|
|
-26.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.31 |
2.63 |
| 1M High / 1M Low: |
3.33 |
2.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
