Soc. Generale Call 340 Orsted A/S 20.12.2024
/ DE000SW7P8X1
Soc. Generale Call 340 Orsted A/S.../ DE000SW7P8X1 /
| 16/08/2024 21:49:14 |
Chg.-1.680 |
Bid21:59:22 |
Ask21:59:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.060EUR |
-15.64% |
9.080
Bid Size: 400 |
9.490
Ask Size: 400 |
- |
340.00 DKK |
20/12/2024 |
Call |
Master data
| WKN: |
SW7P8X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 DKK |
| Maturity: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.05 |
| Intrinsic value: |
7.31 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.56 |
| Parity: |
7.31 |
| Time value: |
3.97 |
| Break-even: |
56.85 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.43 |
| Spread %: |
3.96% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
3.47 |
| Rho: |
0.10 |
Quote data
| Open: |
10.360 |
| High: |
10.450 |
| Low: |
8.980 |
| Previous Close: |
10.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.10% |
| 1 Month |
|
|
-12.72% |
| 3 Months |
|
|
-44.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.300 |
10.740 |
| 1M High / 1M Low: |
14.300 |
9.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
