Soc. Generale Put 160 Vestas Wind Systems AS 20.09.2024
/ DE000SW3QMP4
Soc. Generale Put 160 Vestas Wind.../ DE000SW3QMP4 /
| 2024-05-24 9:41:38 PM |
Chg.+0.040 |
Bid2024-05-24 |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+4.44% |
0.940
Bid Size: 3,200 |
1.000
Ask Size: 3,200 |
- |
160.00 DKK |
2024-09-20 |
Put |
Master data
| WKN: |
SW3QMP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.38 |
| Parity: |
-3.87 |
| Time value: |
0.98 |
| Break-even: |
20.46 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
2.08% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-5.57 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.950 |
| High: |
0.990 |
| Low: |
0.940 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.59% |
| 1 Month |
|
|
-35.17% |
| 3 Months |
|
|
-47.78% |
| YTD |
|
|
-35.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.830 |
| 1M High / 1M Low: |
1.450 |
0.730 |
| 6M High / 6M Low: |
2.740 |
0.730 |
| High (YTD): |
2024-01-17 |
2.020 |
| Low (YTD): |
2024-05-16 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.583 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.98% |
| Volatility 6M: |
|
98.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
