Soc. Generale Call 1160 Novo-Nordisk AS 20.12.2024
/ DE000SW7HUY9
Soc. Generale Call 1160 Novo-Nord.../ DE000SW7HUY9 /
| 7/17/2024 10:15:25 AM |
Chg.-0.110 |
Bid10:17:33 AM |
Ask10:17:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-22.00% |
0.400
Bid Size: 50,000 |
0.410
Ask Size: 50,000 |
- |
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: |
25.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.33 |
| Parity: |
-2.60 |
| Time value: |
0.50 |
| Break-even: |
160.53 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.29 |
| Theta: |
-0.04 |
| Omega: |
7.41 |
| Rho: |
0.14 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-41.79% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.500 |
| 1M High / 1M Low: |
0.670 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.595 |
| Avg. volume 1M: |
|
45.455 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
