Soc. Generale Call 120 Vestas Wind Systems AS 20.12.2024
/ DE000SJ1CJW7
Soc. Generale Call 120 Vestas Win.../ DE000SJ1CJW7 /
| 07/11/2024 09:59:49 |
Chg.-0.030 |
Bid10:46:11 |
Ask10:46:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-8.82% |
0.280
Bid Size: 20,000 |
0.290
Ask Size: 20,000 |
- |
120.00 DKK |
20/12/2024 |
Call |
Master data
| WKN: |
SJ1CJW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 DKK |
| Maturity: |
20/12/2024 |
| Issue date: |
17/10/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.40 |
| Parity: |
-1.89 |
| Time value: |
0.35 |
| Break-even: |
16.44 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
2.48 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
10.63 |
| Rho: |
0.00 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-84.65% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
0.340 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
