Soc. Generale Call 340 Orsted A/S 20.12.2024
/ DE000SW7P8X1
Soc. Generale Call 340 Orsted A/S.../ DE000SW7P8X1 /
15/10/2024 21:42:17 |
Chg.-0.780 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
13.890EUR |
-5.32% |
13.890 Bid Size: 300 |
14.380 Ask Size: 300 |
- |
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: |
3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.87 |
Intrinsic value: |
13.17 |
Implied volatility: |
0.69 |
Historic volatility: |
0.46 |
Parity: |
13.17 |
Time value: |
1.83 |
Break-even: |
60.57 |
Moneyness: |
1.29 |
Premium: |
0.03 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.13 |
Spread %: |
0.87% |
Delta: |
0.85 |
Theta: |
-0.03 |
Omega: |
3.32 |
Rho: |
0.06 |
Quote data
Open: |
14.560 |
High: |
14.560 |
Low: |
13.720 |
Previous Close: |
14.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.38% |
1 Month |
|
|
-8.98% |
3 Months |
|
|
+33.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
16.610 |
13.890 |
1M High / 1M Low: |
16.610 |
12.370 |
6M High / 6M Low: |
16.950 |
8.140 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
14.936 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
14.701 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
12.756 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.07% |
Volatility 6M: |
|
114.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |