Soc. Generale Call 340 Orsted A/S 20.12.2024
/ DE000SW7P8X1
Soc. Generale Call 340 Orsted A/S.../ DE000SW7P8X1 /
8/29/2024 8:43:18 AM |
Chg.-0.05 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.57EUR |
-0.52% |
- Bid Size: - |
- Ask Size: - |
- |
340.00 DKK |
12/20/2024 |
Call |
Master data
WKN: |
SW7P8X |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 DKK |
Maturity: |
12/20/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.86 |
Intrinsic value: |
6.14 |
Implied volatility: |
0.56 |
Historic volatility: |
0.56 |
Parity: |
6.14 |
Time value: |
3.75 |
Break-even: |
55.47 |
Moneyness: |
1.13 |
Premium: |
0.07 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.09 |
Spread %: |
0.92% |
Delta: |
0.72 |
Theta: |
-0.03 |
Omega: |
3.79 |
Rho: |
0.09 |
Quote data
Open: |
9.57 |
High: |
9.57 |
Low: |
9.57 |
Previous Close: |
9.62 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.12% |
1 Month |
|
|
-20.71% |
3 Months |
|
|
-31.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.62 |
8.24 |
1M High / 1M Low: |
14.25 |
8.24 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.23 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |