Soc. Generale Put 420 2FE 20.12.2024
/ DE000SW8GMV2
Soc. Generale Put 420 2FE 20.12.2.../ DE000SW8GMV2 /
10/7/2024 12:27:31 PM |
Chg.-0.10 |
Bid6:36:18 PM |
Ask6:36:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.70EUR |
-3.57% |
2.56 Bid Size: 1,200 |
2.70 Ask Size: 1,200 |
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: |
-15.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
1.20 |
Time value: |
1.41 |
Break-even: |
393.90 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
0.77% |
Delta: |
-0.54 |
Theta: |
-0.12 |
Omega: |
-8.49 |
Rho: |
-0.50 |
Quote data
Open: |
2.59 |
High: |
2.70 |
Low: |
2.59 |
Previous Close: |
2.80 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+42.86% |
1 Month |
|
|
+42.11% |
3 Months |
|
|
-27.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.80 |
1.89 |
1M High / 1M Low: |
2.80 |
1.69 |
6M High / 6M Low: |
5.42 |
1.23 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.72 |
Avg. volume 6M: |
|
31.21 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.73% |
Volatility 6M: |
|
139.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |