Soc. Generale Put 1200 DSV Panalpina A/S 20.09.2024
/ DE000SW8L6S8
Soc. Generale Put 1200 DSV Panalp.../ DE000SW8L6S8 /
2024-05-23 9:42:20 PM |
Chg.-0.130 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.140EUR |
-5.73% |
2.140 Bid Size: 2,000 |
2.250 Ask Size: 2,000 |
- |
1,200.00 DKK |
2024-09-20 |
Put |
Master data
WKN: |
SW8L6S |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,200.00 DKK |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-05 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.21 |
Intrinsic value: |
2.14 |
Implied volatility: |
0.33 |
Historic volatility: |
0.28 |
Parity: |
2.14 |
Time value: |
0.22 |
Break-even: |
137.22 |
Moneyness: |
1.15 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.12 |
Spread %: |
5.36% |
Delta: |
-0.72 |
Theta: |
-0.02 |
Omega: |
-4.26 |
Rho: |
-0.41 |
Quote data
Open: |
2.260 |
High: |
2.270 |
Low: |
2.110 |
Previous Close: |
2.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.38% |
1 Month |
|
|
+0.47% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.280 |
2.070 |
1M High / 1M Low: |
2.940 |
2.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.162 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.482 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |