Soc. Generale Put 360 2FE 20.06.2025
/ DE000SW996A2
Soc. Generale Put 360 2FE 20.06.2.../ DE000SW996A2 /
| 2024-09-23 9:32:04 AM |
Chg.- |
Bid9:14:57 AM |
Ask9:14:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
- |
1.36
Bid Size: 15,000 |
1.39
Ask Size: 15,000 |
FERRARI N.V. |
360.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
SW996A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-30.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-7.07 |
| Time value: |
1.42 |
| Break-even: |
345.80 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
3.65% |
| Delta: |
-0.19 |
| Theta: |
-0.05 |
| Omega: |
-5.76 |
| Rho: |
-0.71 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.06% |
| 1 Month |
|
|
+4.90% |
| 3 Months |
|
|
-34.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.50 |
| 1M High / 1M Low: |
1.66 |
1.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
