Soc. Generale Put 340 2FE 20.12.2024
/ DE000SW7NA64
Soc. Generale Put 340 2FE 20.12.2.../ DE000SW7NA64 /
| 6/17/2024 4:43:53 PM |
Chg.-0.040 |
Bid5:12:55 PM |
Ask5:12:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-3.60% |
1.080
Bid Size: 20,000 |
1.110
Ask Size: 20,000 |
FERRARI N.V. |
340.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-33.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-3.98 |
| Time value: |
1.15 |
| Break-even: |
328.50 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
2.68% |
| Delta: |
-0.23 |
| Theta: |
-0.05 |
| Omega: |
-7.62 |
| Rho: |
-0.51 |
Quote data
| Open: |
1.040 |
| High: |
1.100 |
| Low: |
1.040 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.88% |
| 1 Month |
|
|
-0.93% |
| 3 Months |
|
|
-28.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.870 |
| 1M High / 1M Low: |
1.280 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
