Soc. Generale Put 400 Orsted A/S 21.06.2024
/ DE000SW2LLT1
Soc. Generale Put 400 Orsted A/S .../ DE000SW2LLT1 /
| 2024-06-14 4:42:12 PM |
Chg.+0.060 |
Bid9:58:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+31.58% |
0.220
Bid Size: 10,000 |
-
Ask Size: - |
- |
400.00 DKK |
2024-06-21 |
Put |
Master data
| WKN: |
SW2LLT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.55 |
| Parity: |
0.19 |
| Time value: |
0.05 |
| Break-even: |
51.22 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.72 |
| Theta: |
-0.08 |
| Omega: |
-15.48 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.180 |
| High: |
0.260 |
| Low: |
0.180 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
+47.06% |
| 3 Months |
|
|
-71.59% |
| YTD |
|
|
-75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.120 |
| 1M High / 1M Low: |
0.270 |
0.120 |
| 6M High / 6M Low: |
1.130 |
0.120 |
| High (YTD): |
2024-01-03 |
1.130 |
| Low (YTD): |
2024-06-12 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.603 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.60% |
| Volatility 6M: |
|
216.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
