Soc. Generale Call 160 Vestas Wind Systems AS 20.09.2024
/ DE000SU1VH26
Soc. Generale Call 160 Vestas Win.../ DE000SU1VH26 /
| 01/08/2024 08:31:39 |
Chg.+0.22 |
Bid13:41:37 |
Ask13:41:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
+10.23% |
2.56
Bid Size: 10,000 |
2.59
Ask Size: 10,000 |
- |
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: |
9.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
1.56 |
| Time value: |
0.90 |
| Break-even: |
23.90 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
1.23% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
6.57 |
| Rho: |
0.02 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.95% |
| 1 Month |
|
|
+5.33% |
| 3 Months |
|
|
-52.12% |
| YTD |
|
|
-73.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.51 |
| 1M High / 1M Low: |
2.26 |
1.06 |
| 6M High / 6M Low: |
7.46 |
1.06 |
| High (YTD): |
02/01/2024 |
8.52 |
| Low (YTD): |
18/07/2024 |
1.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.50% |
| Volatility 6M: |
|
140.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
