Soc. Generale Put 300 Orsted A/S 21.03.2025
/ DE000SW7ZJY4
Soc. Generale Put 300 Orsted A/S .../ DE000SW7ZJY4 /
24/07/2024 08:47:29 |
Chg.-0.10 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
3.09EUR |
-3.13% |
- Bid Size: - |
- Ask Size: - |
- |
300.00 DKK |
21/03/2025 |
Put |
Master data
WKN: |
SW7ZJY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 DKK |
Maturity: |
21/03/2025 |
Issue date: |
20/03/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.55 |
Parity: |
-12.54 |
Time value: |
3.20 |
Break-even: |
37.00 |
Moneyness: |
0.76 |
Premium: |
0.30 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.05 |
Spread %: |
1.59% |
Delta: |
-0.19 |
Theta: |
-0.01 |
Omega: |
-3.14 |
Rho: |
-0.09 |
Quote data
Open: |
3.09 |
High: |
3.09 |
Low: |
3.09 |
Previous Close: |
3.19 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.43% |
1 Month |
|
|
-16.26% |
3 Months |
|
|
-34.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.45 |
3.06 |
1M High / 1M Low: |
4.11 |
2.59 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |