Soc. Generale Call 340 Orsted A/S 20.09.2024
/ DE000SW7P8R3
Soc. Generale Call 340 Orsted A/S.../ DE000SW7P8R3 /
| 2024-07-12 3:36:23 PM |
Chg.+0.340 |
Bid4:05:20 PM |
Ask4:05:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.350EUR |
+3.09% |
11.400
Bid Size: 2,000 |
11.510
Ask Size: 2,000 |
- |
340.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
SW7P8R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.05 |
| Intrinsic value: |
9.31 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.55 |
| Parity: |
9.31 |
| Time value: |
2.03 |
| Break-even: |
56.91 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.11 |
| Spread %: |
0.98% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
3.91 |
| Rho: |
0.06 |
Quote data
| Open: |
11.030 |
| High: |
11.610 |
| Low: |
10.990 |
| Previous Close: |
11.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.25% |
| 1 Month |
|
|
-0.53% |
| 3 Months |
|
|
-9.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.010 |
8.650 |
| 1M High / 1M Low: |
11.410 |
7.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
