Soc. Generale Put 160 Vestas Wind Systems AS 20.12.2024
/ DE000SU524F3
Soc. Generale Put 160 Vestas Wind.../ DE000SU524F3 /
7/10/2024 9:59:56 AM |
Chg.-0.010 |
Bid10:00:03 AM |
Ask10:00:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.470EUR |
-0.40% |
2.480 Bid Size: 15,000 |
2.500 Ask Size: 15,000 |
- |
160.00 DKK |
12/20/2024 |
Put |
Master data
WKN: |
SU524F |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 DKK |
Maturity: |
12/20/2024 |
Issue date: |
12/20/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.39 |
Parity: |
-0.48 |
Time value: |
2.55 |
Break-even: |
18.90 |
Moneyness: |
0.98 |
Premium: |
0.14 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.02 |
Spread %: |
0.79% |
Delta: |
-0.39 |
Theta: |
-0.01 |
Omega: |
-3.34 |
Rho: |
-0.05 |
Quote data
Open: |
2.420 |
High: |
2.470 |
Low: |
2.410 |
Previous Close: |
2.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.23% |
1 Month |
|
|
+45.29% |
3 Months |
|
|
+8.33% |
YTD |
|
|
+27.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.480 |
2.370 |
1M High / 1M Low: |
2.610 |
1.600 |
6M High / 6M Low: |
2.610 |
1.300 |
High (YTD): |
7/2/2024 |
2.610 |
Low (YTD): |
5/28/2024 |
1.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.064 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.986 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.19% |
Volatility 6M: |
|
83.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |