Soc. Generale Put 160 Vestas Wind Systems AS 20.09.2024
/ DE000SW3QMP4
Soc. Generale Put 160 Vestas Wind.../ DE000SW3QMP4 /
| 2024-05-28 8:54:22 AM |
Chg.-0.180 |
Bid10:26:18 AM |
Ask10:26:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-19.35% |
0.630
Bid Size: 20,000 |
0.640
Ask Size: 20,000 |
- |
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: |
-33.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
-5.37 |
| Time value: |
0.79 |
| Break-even: |
20.65 |
| Moneyness: |
0.80 |
| Premium: |
0.23 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
-0.17 |
| Theta: |
-0.01 |
| Omega: |
-5.69 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-51.30% |
| 3 Months |
|
|
-54.55% |
| YTD |
|
|
-47.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.800 |
| 1M High / 1M Low: |
1.420 |
0.710 |
| 6M High / 6M Low: |
2.750 |
0.710 |
| High (YTD): |
2024-01-17 |
2.020 |
| Low (YTD): |
2024-05-17 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.572 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.49% |
| Volatility 6M: |
|
100.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
