Soc. Generale Call 400 2FE 21.06.2024
/ DE000SW7NAP7
Soc. Generale Call 400 2FE 21.06..../ DE000SW7NAP7 /
| 2024-06-14 8:32:22 AM |
Chg.-0.028 |
Bid9:04:30 AM |
Ask9:04:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
-28.00% |
0.090
Bid Size: 10,000 |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW7NAP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
352.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.24 |
| Parity: |
-1.20 |
| Time value: |
0.11 |
| Break-even: |
401.10 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
4.65 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.17 |
| Theta: |
-0.23 |
| Omega: |
60.92 |
| Rho: |
0.01 |
Quote data
| Open: |
0.072 |
| High: |
0.072 |
| Low: |
0.072 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.65% |
| 1 Month |
|
|
-77.50% |
| 3 Months |
|
|
-95.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.062 |
| 1M High / 1M Low: |
0.550 |
0.026 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.109 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,060.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
