Soc. Generale Put 450 Orsted A/S 21.03.2025
/ DE000SW94MV5
Soc. Generale Put 450 Orsted A/S .../ DE000SW94MV5 /
8/16/2024 10:15:57 AM |
Chg.-0.02 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.22EUR |
-1.61% |
- Bid Size: - |
- Ask Size: - |
- |
450.00 DKK |
3/21/2025 |
Put |
Master data
WKN: |
SW94MV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 DKK |
Maturity: |
3/21/2025 |
Issue date: |
5/9/2024 |
Last trading day: |
3/20/2025 |
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: |
0.00 |
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: |
|
- |