Soc. Generale Put 1200 DSV Panalpina A/S 20.09.2024
/ DE000SW8L6S8
Soc. Generale Put 1200 DSV Panalp.../ DE000SW8L6S8 /
2024-05-28 3:30:31 PM |
Chg.-0.010 |
Bid4:40:15 PM |
Ask4:40:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.310EUR |
-0.43% |
2.300 Bid Size: 15,000 |
2.320 Ask Size: 15,000 |
- |
1,200.00 DKK |
2024-09-20 |
Put |
Master data
WKN: |
SW8L6S |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,200.00 DKK |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-05 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.19 |
Intrinsic value: |
2.12 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
2.12 |
Time value: |
0.27 |
Break-even: |
136.93 |
Moneyness: |
1.15 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.84% |
Delta: |
-0.71 |
Theta: |
-0.03 |
Omega: |
-4.15 |
Rho: |
-0.39 |
Quote data
Open: |
2.300 |
High: |
2.330 |
Low: |
2.270 |
Previous Close: |
2.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.32% |
1 Month |
|
|
-7.97% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.320 |
2.140 |
1M High / 1M Low: |
2.940 |
2.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.258 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.434 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |