Soc. Generale Call 460 2FE 20.12.2024
/ DE000SW7NA31
Soc. Generale Call 460 2FE 20.12..../ DE000SW7NA31 /
| 2024-05-27 8:29:50 AM |
Chg.+0.020 |
Bid11:34:40 AM |
Ask11:34:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+2.60% |
0.820
Bid Size: 20,000 |
0.860
Ask Size: 20,000 |
FERRARI N.V. |
460.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW7NA3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
44.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-7.39 |
| Time value: |
0.87 |
| Break-even: |
468.70 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.04 |
| Spread %: |
4.82% |
| Delta: |
0.23 |
| Theta: |
-0.06 |
| Omega: |
10.19 |
| Rho: |
0.45 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.84% |
| 1 Month |
|
|
-34.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.770 |
| 1M High / 1M Low: |
1.510 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.971 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
