Soc. Generale Put 160 Vestas Wind Systems AS 20.09.2024
/ DE000SW3QMP4
Soc. Generale Put 160 Vestas Wind.../ DE000SW3QMP4 /
| 2024-05-10 9:43:50 PM |
Chg.-0.010 |
Bid9:52:17 PM |
Ask9:52:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-1.03% |
0.960
Bid Size: 3,200 |
1.020
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: |
-25.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.38 |
| Parity: |
-4.12 |
| Time value: |
1.02 |
| Break-even: |
20.43 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-5.29 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.960 |
| High: |
1.010 |
| Low: |
0.960 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.58% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-37.66% |
| YTD |
|
|
-33.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.960 |
| 1M High / 1M Low: |
1.740 |
0.960 |
| 6M High / 6M Low: |
3.310 |
0.960 |
| High (YTD): |
2024-01-17 |
2.020 |
| Low (YTD): |
2024-05-10 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.752 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.05% |
| Volatility 6M: |
|
94.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
