Soc. Generale Put 700 Novo-Nordis.../ DE000SW2BDV5 /
| 2024-06-17 6:00:23 PM | Chg.0.000 | Bid2024-06-17 | Ask2024-06-17 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.001EUR | 0.00% | 0.001 Bid Size: 10,000 |
0.067 Ask Size: 10,000 |
- | 700.00 DKK | 2024-06-21 | Put |
Master data
| WKN: | SW2BDV |
|---|---|
| Issuer: | Société Générale |
| Currency: | EUR |
| Underlying: | - |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 700.00 DKK |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-08-16 |
| Last trading day: | 2024-06-20 |
| Ratio: | 5:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -392.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 1.90 |
| Historic volatility: | 0.33 |
| Parity: | -7.93 |
| Time value: | 0.07 |
| Break-even: | 93.49 |
| Moneyness: | 0.70 |
| Premium: | 0.30 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.07 |
| Spread %: | 6,700.00% |
| Delta: | -0.03 |
| Theta: | -0.23 |
| Omega: | -12.03 |
| Rho: | 0.00 |
Quote data
| Open: | 0.001 |
|---|---|
| High: | 0.001 |
| Low: | 0.001 |
| Previous Close: | 0.001 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -99.52% | ||
| YTD | -99.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.001 | 0.001 |
|---|---|---|
| 1M High / 1M Low: | 0.001 | 0.001 |
| 6M High / 6M Low: | 2.020 | 0.001 |
| High (YTD): | 2024-01-02 | 1.860 |
| Low (YTD): | 2024-06-14 | 0.001 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.001 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.001 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.507 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | 349.99% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
