Soc. Generale Put 140 Vestas Wind Systems AS 20.09.2024
/ DE000SW3QMN9
Soc. Generale Put 140 Vestas Wind.../ DE000SW3QMN9 /
| 6/25/2024 9:51:01 PM |
Chg.+0.020 |
Bid6/25/2024 |
Ask6/25/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+3.77% |
0.550
Bid Size: 5,500 |
0.600
Ask Size: 5,500 |
- |
140.00 DKK |
9/20/2024 |
Put |
Master data
| WKN: |
SW3QMN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
9/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-43.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.38 |
| Parity: |
-5.33 |
| Time value: |
0.56 |
| Break-even: |
18.21 |
| Moneyness: |
0.78 |
| Premium: |
0.24 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-6.15 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.580 |
| Low: |
0.510 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.06% |
| 1 Month |
|
|
+17.02% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-39.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.530 |
| 1M High / 1M Low: |
0.640 |
0.340 |
| 6M High / 6M Low: |
1.260 |
0.340 |
| High (YTD): |
1/17/2024 |
1.260 |
| Low (YTD): |
5/28/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.786 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.79% |
| Volatility 6M: |
|
120.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
