Soc. Generale Put 400 2FE 21.06.2024
/ DE000SW7P527
Soc. Generale Put 400 2FE 21.06.2.../ DE000SW7P527 /
| 2024-06-07 9:35:42 PM |
Chg.+0.190 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
+12.42% |
1.730
Bid Size: 1,800 |
2.010
Ask Size: 1,800 |
FERRARI N.V. |
400.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SW7P52 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
1.71 |
| Time value: |
0.23 |
| Break-even: |
380.60 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
2.11% |
| Delta: |
-0.77 |
| Theta: |
-0.22 |
| Omega: |
-15.15 |
| Rho: |
-0.11 |
Quote data
| Open: |
1.530 |
| High: |
1.990 |
| Low: |
1.510 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.87% |
| 1 Month |
|
|
-28.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.460 |
| 1M High / 1M Low: |
2.530 |
1.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
