Soc. Generale Put 200 VWSB 21.06.2024
/ DE000SV7LQD4
Soc. Generale Put 200 VWSB 21.06..../ DE000SV7LQD4 /
2024-05-27 9:37:14 PM |
Chg.-0.680 |
Bid9:57:37 PM |
Ask9:57:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.150EUR |
-37.16% |
1.150 Bid Size: 2,700 |
1.290 Ask Size: 2,700 |
VESTAS WIND SYS. DK ... |
200.00 DKK |
2024-06-21 |
Put |
Master data
WKN: |
SV7LQD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
VESTAS WIND SYS. DK -,20 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 DKK |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-16 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.89 |
Intrinsic value: |
1.49 |
Implied volatility: |
0.40 |
Historic volatility: |
0.38 |
Parity: |
1.49 |
Time value: |
0.45 |
Break-even: |
24.86 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
1.57% |
Delta: |
-0.68 |
Theta: |
-0.02 |
Omega: |
-8.90 |
Rho: |
-0.01 |
Quote data
Open: |
1.790 |
High: |
1.790 |
Low: |
1.130 |
Previous Close: |
1.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-29.01% |
1 Month |
|
|
-60.75% |
3 Months |
|
|
-66.28% |
YTD |
|
|
-54.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.830 |
1.500 |
1M High / 1M Low: |
3.030 |
1.130 |
6M High / 6M Low: |
5.040 |
1.130 |
High (YTD): |
2024-02-23 |
3.900 |
Low (YTD): |
2024-05-16 |
1.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.674 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.955 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.006 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
224.95% |
Volatility 6M: |
|
135.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |