Soc. Generale Call 150 Vestas Win.../  DE000SY28WQ8  /

EUWAX
9/13/2024  8:55:43 AM Chg.-0.46 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
2.50EUR -15.54% -
Bid Size: -
-
Ask Size: -
- 150.00 DKK 12/20/2024 Call
 

Master data

WKN: SY28WQ
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 150.00 DKK
Maturity: 12/20/2024
Issue date: 7/17/2024
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.79
Leverage: Yes

Calculated values

Fair value: 2.22
Intrinsic value: 0.85
Implied volatility: 0.51
Historic volatility: 0.39
Parity: 0.85
Time value: 1.84
Break-even: 22.79
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 0.75%
Delta: 0.63
Theta: -0.01
Omega: 4.88
Rho: 0.03
 

Quote data

Open: 2.50
High: 2.50
Low: 2.50
Previous Close: 2.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month
  -14.68%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.96 1.85
1M High / 1M Low: 3.11 1.85
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.30
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -