Soc. Generale Put 400 Orsted A/S 20.09.2024
/ DE000SW3QMJ7
Soc. Generale Put 400 Orsted A/S .../ DE000SW3QMJ7 /
2024-07-25 9:56:15 AM |
Chg.+0.030 |
Bid10:20:23 AM |
Ask10:20:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+7.14% |
0.440 Bid Size: 40,000 |
0.450 Ask Size: 40,000 |
- |
400.00 DKK |
2024-09-20 |
Put |
Master data
WKN: |
SW3QMJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 DKK |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-20 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.47 |
Historic volatility: |
0.55 |
Parity: |
0.13 |
Time value: |
0.31 |
Break-even: |
49.20 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
-0.50 |
Theta: |
-0.03 |
Omega: |
-5.99 |
Rho: |
-0.05 |
Quote data
Open: |
0.440 |
High: |
0.450 |
Low: |
0.440 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.16% |
1 Month |
|
|
-21.05% |
3 Months |
|
|
-41.56% |
YTD |
|
|
-60.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.420 |
1M High / 1M Low: |
0.680 |
0.350 |
6M High / 6M Low: |
1.090 |
0.350 |
High (YTD): |
2024-01-03 |
1.250 |
Low (YTD): |
2024-07-12 |
0.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.511 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.698 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.02% |
Volatility 6M: |
|
129.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |