Soc. Generale Put 380 2FE 20.06.2025
/ DE000SW996B0
Soc. Generale Put 380 2FE 20.06.2.../ DE000SW996B0 /
| 2024-06-17 9:17:44 AM |
Chg.-0.120 |
Bid9:30:03 AM |
Ask9:30:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.310EUR |
-3.50% |
3.300
Bid Size: 15,000 |
3.360
Ask Size: 15,000 |
FERRARI N.V. |
380.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
SW996B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.02 |
| Time value: |
3.48 |
| Break-even: |
345.00 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
1.74% |
| Delta: |
-0.39 |
| Theta: |
-0.04 |
| Omega: |
-4.28 |
| Rho: |
-1.87 |
Quote data
| Open: |
3.310 |
| High: |
3.310 |
| Low: |
3.310 |
| Previous Close: |
3.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.430 |
2.940 |
| 1M High / 1M Low: |
3.720 |
2.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
