Soc. Generale Put 450 Orsted A/S 21.03.2025
/ DE000SW94MV5
Soc. Generale Put 450 Orsted A/S .../ DE000SW94MV5 /
| 2024-11-08 9:28:15 AM |
Chg.-0.03 |
Bid2:31:54 PM |
Ask2:31:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-2.31% |
1.23
Bid Size: 25,000 |
1.24
Ask Size: 25,000 |
- |
450.00 DKK |
2025-03-21 |
Put |
Master data
| WKN: |
SW94MV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 DKK |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
1.05 |
| Time value: |
0.24 |
| Break-even: |
47.44 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-2.55 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.95% |
| 1 Month |
|
|
+56.79% |
| 3 Months |
|
|
+17.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
0.93 |
| 1M High / 1M Low: |
1.30 |
0.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
