Soc. Generale Put 950 Novo-Nordisk AS 20.09.2024
/ DE000SU9ACA0
Soc. Generale Put 950 Novo-Nordis.../ DE000SU9ACA0 /
7/10/2024 3:46:09 PM |
Chg.+0.010 |
Bid4:22:23 PM |
Ask4:22:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+1.49% |
0.660 Bid Size: 45,000 |
0.670 Ask Size: 45,000 |
- |
950.00 DKK |
9/20/2024 |
Put |
Master data
WKN: |
SU9ACA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
950.00 DKK |
Maturity: |
9/20/2024 |
Issue date: |
2/13/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.33 |
Parity: |
-0.20 |
Time value: |
0.67 |
Break-even: |
120.65 |
Moneyness: |
0.98 |
Premium: |
0.07 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
-0.41 |
Theta: |
-0.05 |
Omega: |
-7.96 |
Rho: |
-0.12 |
Quote data
Open: |
0.690 |
High: |
0.700 |
Low: |
0.680 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+11.48% |
3 Months |
|
|
-60.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.570 |
1M High / 1M Low: |
0.690 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.648 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.604 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |