Soc. Generale Put 180 Vestas Wind Systems AS 21.03.2025
/ DE000SW7ZJ95
Soc. Generale Put 180 Vestas Wind.../ DE000SW7ZJ95 /
| 2024-09-20 8:48:33 AM |
Chg.- |
Bid8:03:31 AM |
Ask8:03:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.01EUR |
- |
4.14
Bid Size: 2,000 |
4.45
Ask Size: 2,000 |
- |
180.00 DKK |
2025-03-21 |
Put |
Master data
| WKN: |
SW7ZJ9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 DKK |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.75 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.39 |
| Parity: |
2.63 |
| Time value: |
1.70 |
| Break-even: |
19.80 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-2.71 |
| Rho: |
-0.08 |
Quote data
| Open: |
4.01 |
| High: |
4.01 |
| Low: |
4.01 |
| Previous Close: |
3.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.50% |
| 1 Month |
|
|
-13.39% |
| 3 Months |
|
|
+15.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.25 |
3.78 |
| 1M High / 1M Low: |
5.26 |
3.78 |
| 6M High / 6M Low: |
5.26 |
2.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.11% |
| Volatility 6M: |
|
93.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
