Soc. Generale Call 1160 Novo-Nordisk AS 20.12.2024
/ DE000SW7HUY9
Soc. Generale Call 1160 Novo-Nord.../ DE000SW7HUY9 /
| 6/28/2024 9:37:48 PM |
Chg.-0.030 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-4.69% |
0.590
Bid Size: 6,000 |
0.630
Ask Size: 6,000 |
- |
1,160.00 DKK |
12/20/2024 |
Call |
Master data
| WKN: |
SW7HUY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,160.00 DKK |
| Maturity: |
12/20/2024 |
| Issue date: |
3/11/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.33 |
| Parity: |
-2.10 |
| Time value: |
0.65 |
| Break-even: |
162.04 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
7.06 |
| Rho: |
0.19 |
Quote data
| Open: |
0.650 |
| High: |
0.680 |
| Low: |
0.610 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+41.86% |
| 3 Months |
|
|
-4.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.580 |
| 1M High / 1M Low: |
0.700 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
