Soc. Generale Put 420 2FE 20.12.2024
/ DE000SW8GMV2
Soc. Generale Put 420 2FE 20.12.2.../ DE000SW8GMV2 /
2024-07-26 9:35:31 PM |
Chg.-0.400 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.670EUR |
-7.89% |
4.630 Bid Size: 700 |
4.850 Ask Size: 700 |
FERRARI N.V. |
420.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-04-03 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.67 |
Intrinsic value: |
4.25 |
Implied volatility: |
0.25 |
Historic volatility: |
0.24 |
Parity: |
4.25 |
Time value: |
0.49 |
Break-even: |
372.60 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
0.64% |
Delta: |
-0.69 |
Theta: |
-0.04 |
Omega: |
-5.51 |
Rho: |
-1.23 |
Quote data
Open: |
4.940 |
High: |
5.040 |
Low: |
4.630 |
Previous Close: |
5.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.87% |
1 Month |
|
|
+1.97% |
3 Months |
|
|
+9.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.070 |
3.970 |
1M High / 1M Low: |
5.070 |
3.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.450 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |