Soc. Generale Call 380 2FE 20.12.2024
/ DE000SW7NAZ6
Soc. Generale Call 380 2FE 20.12..../ DE000SW7NAZ6 /
| 2024-05-27 8:29:50 AM |
Chg.+0.08 |
Bid4:37:29 PM |
Ask4:37:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.54EUR |
+2.31% |
3.79
Bid Size: 10,000 |
3.83
Ask Size: 10,000 |
FERRARI N.V. |
380.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW7NAZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.53 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.61 |
| Time value: |
3.10 |
| Break-even: |
417.10 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
1.37% |
| Delta: |
0.61 |
| Theta: |
-0.09 |
| Omega: |
6.39 |
| Rho: |
1.13 |
Quote data
| Open: |
3.54 |
| High: |
3.54 |
| Low: |
3.54 |
| Previous Close: |
3.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.38% |
| 1 Month |
|
|
-15.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.95 |
3.46 |
| 1M High / 1M Low: |
4.93 |
3.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
