Soc. Generale Put 420 2FE 20.12.2.../  DE000SW8GMV2  /

Frankfurt Zert./SG
7/5/2024  9:35:59 PM Chg.+0.330 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
4.080EUR +8.80% 4.060
Bid Size: 800
4.270
Ask Size: 800
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: -10.17
Leverage: Yes

Calculated values

Fair value: 3.73
Intrinsic value: 2.65
Implied volatility: 0.26
Historic volatility: 0.24
Parity: 2.65
Time value: 1.22
Break-even: 381.30
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.04%
Delta: -0.58
Theta: -0.05
Omega: -5.86
Rho: -1.22
 

Quote data

Open: 3.750
High: 4.230
Low: 3.750
Previous Close: 3.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.92%
1 Month
  -7.27%
3 Months
  -16.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.540 3.750
1M High / 1M Low: 4.620 3.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.160
Avg. volume 1W:   0.000
Avg. price 1M:   4.245
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -