Soc. Generale Put 340 2FE 20.12.2024
/ DE000SW7NA64
Soc. Generale Put 340 2FE 20.12.2.../ DE000SW7NA64 /
| 2024-05-24 9:44:16 PM |
Chg.-0.020 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
-1.71% |
1.140
Bid Size: 2,700 |
1.210
Ask Size: 2,700 |
FERRARI N.V. |
340.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SW7NA6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-32.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-4.61 |
| Time value: |
1.20 |
| Break-even: |
328.00 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.04 |
| Spread %: |
3.45% |
| Delta: |
-0.22 |
| Theta: |
-0.05 |
| Omega: |
-7.01 |
| Rho: |
-0.55 |
Quote data
| Open: |
1.160 |
| High: |
1.180 |
| Low: |
1.130 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.48% |
| 1 Month |
|
|
-4.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.140 |
| 1M High / 1M Low: |
1.410 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
