Soc. Generale Put 320 2FE 20.12.2024
/ DE000SW7NA56
Soc. Generale Put 320 2FE 20.12.2.../ DE000SW7NA56 /
| 6/24/2024 9:48:04 PM |
Chg.-0.100 |
Bid9:58:39 PM |
Ask9:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-15.15% |
0.560
Bid Size: 5,400 |
0.630
Ask Size: 5,400 |
FERRARI N.V. |
320.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SW7NA5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-54.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-6.49 |
| Time value: |
0.71 |
| Break-even: |
312.90 |
| Moneyness: |
0.83 |
| Premium: |
0.19 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.07 |
| Spread %: |
10.94% |
| Delta: |
-0.15 |
| Theta: |
-0.05 |
| Omega: |
-8.07 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.590 |
| High: |
0.600 |
| Low: |
0.560 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-39.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.600 |
| 1M High / 1M Low: |
0.870 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
