Soc. Generale Call 340 Orsted A/S 20.12.2024
/ DE000SW7P8X1
Soc. Generale Call 340 Orsted A/S.../ DE000SW7P8X1 /
2024-07-25 8:50:12 AM |
Chg.-0.390 |
Bid9:10:12 AM |
Ask9:10:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
10.670EUR |
-3.53% |
10.660 Bid Size: 2,000 |
10.760 Ask Size: 2,000 |
- |
340.00 DKK |
2024-12-20 |
Call |
Master data
WKN: |
SW7P8X |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 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: |
4.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.08 |
Intrinsic value: |
6.74 |
Implied volatility: |
0.57 |
Historic volatility: |
0.55 |
Parity: |
6.74 |
Time value: |
4.58 |
Break-even: |
56.88 |
Moneyness: |
1.15 |
Premium: |
0.09 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.10 |
Spread %: |
0.89% |
Delta: |
0.73 |
Theta: |
-0.02 |
Omega: |
3.35 |
Rho: |
0.11 |
Quote data
Open: |
10.670 |
High: |
10.670 |
Low: |
10.670 |
Previous Close: |
11.060 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.28% |
1 Month |
|
|
-4.39% |
3 Months |
|
|
-10.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.060 |
10.640 |
1M High / 1M Low: |
13.310 |
9.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.916 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.949 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |