Soc. Generale Call 190 Vestas Wind Systems AS 20.12.2024
/ DE000SW7P9H2
Soc. Generale Call 190 Vestas Win.../ DE000SW7P9H2 /
2024-07-26 9:40:21 PM |
Chg.+0.010 |
Bid9:58:55 PM |
Ask9:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
+0.85% |
1.240 Bid Size: 3,000 |
1.330 Ask Size: 3,000 |
- |
190.00 DKK |
2024-12-20 |
Call |
Master data
WKN: |
SW7P9H |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 DKK |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-14 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.39 |
Parity: |
-3.86 |
Time value: |
1.23 |
Break-even: |
26.69 |
Moneyness: |
0.85 |
Premium: |
0.24 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.02 |
Spread %: |
1.65% |
Delta: |
0.35 |
Theta: |
-0.01 |
Omega: |
6.11 |
Rho: |
0.03 |
Quote data
Open: |
1.170 |
High: |
1.240 |
Low: |
1.170 |
Previous Close: |
1.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.36% |
1 Month |
|
|
-47.32% |
3 Months |
|
|
-65.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.170 |
1.090 |
1M High / 1M Low: |
2.240 |
0.880 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.132 |
Avg. volume 1W: |
|
130 |
Avg. price 1M: |
|
1.357 |
Avg. volume 1M: |
|
29.545 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |