Soc. Generale Call 340 Orsted A/S 20.09.2024
/ DE000SW7P8R3
Soc. Generale Call 340 Orsted A/S.../ DE000SW7P8R3 /
| 09/08/2024 17:06:02 |
Chg.-0.010 |
Bid18:13:53 |
Ask18:13:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.430EUR |
-0.10% |
10.520
Bid Size: 300 |
11.070
Ask Size: 300 |
- |
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: |
5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.27 |
| Intrinsic value: |
9.32 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.56 |
| Parity: |
9.32 |
| Time value: |
1.37 |
| Break-even: |
56.25 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.15 |
| Spread %: |
1.42% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
4.28 |
| Rho: |
0.04 |
Quote data
| Open: |
10.170 |
| High: |
11.440 |
| Low: |
10.170 |
| Previous Close: |
10.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.80% |
| 1 Month |
|
|
+19.34% |
| 3 Months |
|
|
-30.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.100 |
9.530 |
| 1M High / 1M Low: |
12.100 |
7.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
