Soc. Generale Put 1200 DSV Panalp.../  DE000SW8L6W0  /

EUWAX
20/09/2024  08:52:07 Chg.+0.020 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.870EUR +2.35% -
Bid Size: -
-
Ask Size: -
- 1,200.00 DKK 21/03/2025 Put
 

Master data

WKN: SW8L6W
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 1,200.00 DKK
Maturity: 21/03/2025
Issue date: 05/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.52
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.32
Parity: -2.25
Time value: 0.99
Break-even: 150.98
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 1.02%
Delta: -0.26
Theta: -0.04
Omega: -4.79
Rho: -0.28
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.25%
1 Month
  -36.96%
3 Months
  -68.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.800
1M High / 1M Low: 1.650 0.800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.862
Avg. volume 1W:   0.000
Avg. price 1M:   1.270
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -