Soc. Generale Call 160 Vestas Wind Systems AS 20.09.2024
/ DE000SU1VH26
Soc. Generale Call 160 Vestas Win.../ DE000SU1VH26 /
| 26/07/2024 21:39:44 |
Chg.+0.040 |
Bid21:59:10 |
Ask21:59:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
+2.45% |
1.770
Bid Size: 1,700 |
1.920
Ask Size: 1,700 |
- |
160.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
SU1VH2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 DKK |
| Maturity: |
20/09/2024 |
| Issue date: |
07/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
0.22 |
| Time value: |
1.65 |
| Break-even: |
23.31 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
1.08% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
6.61 |
| Rho: |
0.02 |
Quote data
| Open: |
1.640 |
| High: |
1.760 |
| Low: |
1.640 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.60% |
| 1 Month |
|
|
-38.83% |
| 3 Months |
|
|
-65.21% |
| YTD |
|
|
-81.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.470 |
| 1M High / 1M Low: |
2.730 |
1.080 |
| 6M High / 6M Low: |
7.150 |
1.080 |
| High (YTD): |
02/01/2024 |
8.520 |
| Low (YTD): |
17/07/2024 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.719 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.67% |
| Volatility 6M: |
|
131.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
