Soc. Generale Put 160 Vestas Wind Systems AS 20.09.2024
/ DE000SW3QMP4
Soc. Generale Put 160 Vestas Wind.../ DE000SW3QMP4 /
| 2024-07-26 9:35:24 PM |
Chg.-0.030 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
-2.16% |
1.290
Bid Size: 2,400 |
1.400
Ask Size: 2,400 |
- |
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: |
-16.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
-0.22 |
| Time value: |
1.34 |
| Break-even: |
20.10 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
1.52% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-6.95 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.340 |
| High: |
1.470 |
| Low: |
1.340 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.82% |
| 1 Month |
|
|
-2.16% |
| 3 Months |
|
|
-6.21% |
| YTD |
|
|
-6.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.360 |
| 1M High / 1M Low: |
2.030 |
1.240 |
| 6M High / 6M Low: |
2.030 |
0.700 |
| High (YTD): |
2024-07-17 |
2.030 |
| Low (YTD): |
2024-05-28 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.575 |
| Avg. volume 1M: |
|
9.091 |
| Avg. price 6M: |
|
1.343 |
| Avg. volume 6M: |
|
1.575 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.33% |
| Volatility 6M: |
|
135.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
