Soc. Generale Call 340 Orsted A/S 20.09.2024
/ DE000SW7P8R3
Soc. Generale Call 340 Orsted A/S.../ DE000SW7P8R3 /
| 28/08/2024 21:45:21 |
Chg.+0.050 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.960EUR |
+0.72% |
6.920
Bid Size: 500 |
7.410
Ask Size: 500 |
- |
340.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
SW7P8R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 DKK |
| Maturity: |
20/09/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.80 |
| Intrinsic value: |
6.02 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.56 |
| Parity: |
6.02 |
| Time value: |
1.16 |
| Break-even: |
52.76 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.11 |
| Spread %: |
1.56% |
| Delta: |
0.80 |
| Theta: |
-0.06 |
| Omega: |
5.74 |
| Rho: |
0.02 |
Quote data
| Open: |
6.900 |
| High: |
7.280 |
| Low: |
6.890 |
| Previous Close: |
6.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.51% |
| 1 Month |
|
|
-28.69% |
| 3 Months |
|
|
-43.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.910 |
5.420 |
| 1M High / 1M Low: |
12.100 |
5.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
