Soc. Generale Call 420 2FE 21.06.2024
/ DE000SW7NAQ5
Soc. Generale Call 420 2FE 21.06..../ DE000SW7NAQ5 /
| 2024-05-24 9:45:48 PM |
Chg.+0.009 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+20.45% |
0.054
Bid Size: 10,000 |
0.120
Ask Size: 10,000 |
FERRARI N.V. |
420.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW7NAQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
393.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.24 |
| Parity: |
-3.39 |
| Time value: |
0.10 |
| Break-even: |
420.98 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
0.09 |
| Theta: |
-0.07 |
| Omega: |
36.57 |
| Rho: |
0.03 |
Quote data
| Open: |
0.028 |
| High: |
0.090 |
| Low: |
0.028 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.67% |
| 1 Month |
|
|
-91.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.044 |
| 1M High / 1M Low: |
1.040 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
421.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
