Soc. Generale Put 450 Orsted A/S 21.03.2025
/ DE000SW94MV5
Soc. Generale Put 450 Orsted A/S .../ DE000SW94MV5 /
| 16/08/2024 10:15:57 |
Chg.-0.02 |
Bid17:37:34 |
Ask17:37:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-1.61% |
1.30
Bid Size: 2,400 |
1.34
Ask Size: 2,400 |
- |
450.00 DKK |
21/03/2025 |
Put |
Master data
| WKN: |
SW94MV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 DKK |
| Maturity: |
21/03/2025 |
| Issue date: |
09/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.56 |
| Parity: |
0.74 |
| Time value: |
0.48 |
| Break-even: |
48.12 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
2.52% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-2.30 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.93% |
| 1 Month |
|
|
-3.94% |
| 3 Months |
|
|
+8.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.97 |
| 1M High / 1M Low: |
1.33 |
0.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
