Soc. Generale Put 420 2FE 20.12.2024
/ DE000SW8GMV2
Soc. Generale Put 420 2FE 20.12.2.../ DE000SW8GMV2 /
| 11/8/2024 10:16:48 AM |
Chg.-0.19 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-12.10% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
420.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SW8GMV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/3/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-35.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.26 |
| Parity: |
0.24 |
| Time value: |
0.95 |
| Break-even: |
408.10 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
-0.50 |
| Theta: |
-0.12 |
| Omega: |
-17.53 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.95% |
| 1 Month |
|
|
-40.52% |
| 3 Months |
|
|
-69.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.07 |
| 1M High / 1M Low: |
2.32 |
0.76 |
| 6M High / 6M Low: |
5.35 |
0.76 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.13 |
| Avg. volume 6M: |
|
30.73 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.68% |
| Volatility 6M: |
|
191.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
