Soc. Generale Put 200 Vestas Wind Systems AS 20.09.2024
/ DE000SU6PNX3
Soc. Generale Put 200 Vestas Wind.../ DE000SU6PNX3 /
10/07/2024 21:43:19 |
Chg.-0.310 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
5.060EUR |
-5.77% |
5.150 Bid Size: 1,000 |
5.380 Ask Size: 1,000 |
- |
200.00 DKK |
20/09/2024 |
Put |
Master data
WKN: |
SU6PNX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 DKK |
Maturity: |
20/09/2024 |
Issue date: |
08/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.97 |
Intrinsic value: |
4.88 |
Implied volatility: |
0.58 |
Historic volatility: |
0.39 |
Parity: |
4.88 |
Time value: |
0.62 |
Break-even: |
21.31 |
Moneyness: |
1.22 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
0.55% |
Delta: |
-0.73 |
Theta: |
-0.01 |
Omega: |
-2.92 |
Rho: |
-0.04 |
Quote data
Open: |
5.270 |
High: |
5.360 |
Low: |
5.060 |
Previous Close: |
5.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.50% |
1 Month |
|
|
+52.41% |
3 Months |
|
|
+19.34% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.370 |
5.020 |
1M High / 1M Low: |
5.500 |
3.150 |
6M High / 6M Low: |
5.500 |
2.290 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.255 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.695 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.98% |
Volatility 6M: |
|
100.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |