Soc. Generale Put 420 2FE 20.12.2024
/ DE000SW8GMV2
Soc. Generale Put 420 2FE 20.12.2.../ DE000SW8GMV2 /
| 29/07/2024 08:10:55 |
Chg.-0.39 |
Bid10:51:04 |
Ask10:51:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.59EUR |
-7.83% |
4.85
Bid Size: 9,000 |
4.88
Ask Size: 9,000 |
FERRARI N.V. |
420.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
03/04/2024 |
| Last trading day: |
19/12/2024 |
| 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: |
-5.52 |
| Rho: |
-1.22 |
Quote data
| Open: |
4.59 |
| High: |
4.59 |
| Low: |
4.59 |
| Previous Close: |
4.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.32% |
| 1 Month |
|
|
+5.52% |
| 3 Months |
|
|
+9.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.98 |
4.01 |
| 1M High / 1M Low: |
4.98 |
3.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
