Soc. Generale Call 400 2FE 20.12.2024
/ DE000SW7NA07
Soc. Generale Call 400 2FE 20.12..../ DE000SW7NA07 /
9/20/2024 9:44:40 PM |
Chg.-0.350 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.750EUR |
-8.54% |
3.670 Bid Size: 900 |
3.850 Ask Size: 900 |
FERRARI N.V. |
400.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SW7NA0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
3/13/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.55 |
Intrinsic value: |
2.20 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
2.20 |
Time value: |
1.50 |
Break-even: |
437.00 |
Moneyness: |
1.06 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
0.82% |
Delta: |
0.70 |
Theta: |
-0.13 |
Omega: |
7.99 |
Rho: |
0.64 |
Quote data
Open: |
4.070 |
High: |
4.070 |
Low: |
3.610 |
Previous Close: |
4.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.86% |
1 Month |
|
|
-17.76% |
3 Months |
|
|
+48.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.100 |
3.240 |
1M High / 1M Low: |
5.870 |
3.240 |
6M High / 6M Low: |
5.870 |
1.700 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.652 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.591 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.065 |
Avg. volume 6M: |
|
20.155 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.52% |
Volatility 6M: |
|
154.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |