Soc. Generale Call 500 2FE 20.12..../  DE000SW8GMU4  /

EUWAX
21/06/2024  09:58:12 Chg.+0.001 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.028EUR +3.70% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 500.00 EUR 20/12/2024 Call
 

Master data

WKN: SW8GMU
Issuer: Société Générale
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 500.00 EUR
Maturity: 20/12/2024
Issue date: 03/04/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 109.97
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -1.15
Time value: 0.04
Break-even: 503.50
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.72
Spread abs.: 0.01
Spread %: 40.00%
Delta: 0.11
Theta: -0.04
Omega: 12.09
Rho: 0.19
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -12.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.026
1M High / 1M Low: 0.034 0.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -