Soc. Generale Put 350 Orsted A/S 21.03.2025
/ DE000SW7ZJZ1
Soc. Generale Put 350 Orsted A/S .../ DE000SW7ZJZ1 /
29/08/2024 08:49:48 |
Chg.0.00 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
4.81EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
- |
350.00 DKK |
21/03/2025 |
Put |
Master data
WKN: |
SW7ZJZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 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: |
-10.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.56 |
Parity: |
-4.79 |
Time value: |
4.97 |
Break-even: |
41.96 |
Moneyness: |
0.91 |
Premium: |
0.19 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.05 |
Spread %: |
1.02% |
Delta: |
-0.31 |
Theta: |
-0.02 |
Omega: |
-3.22 |
Rho: |
-0.12 |
Quote data
Open: |
4.81 |
High: |
4.81 |
Low: |
4.81 |
Previous Close: |
4.81 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.32% |
1 Month |
|
|
+1.26% |
3 Months |
|
|
-19.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.68 |
4.81 |
1M High / 1M Low: |
5.68 |
3.93 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |