Soc. Generale Call 340 Orsted A/S 21.03.2025
/ DE000SW7ZJQ0
Soc. Generale Call 340 Orsted A/S.../ DE000SW7ZJQ0 /
2024-07-05 1:11:04 PM |
Chg.+0.940 |
Bid2:03:50 PM |
Ask2:03:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.340EUR |
+7.58% |
13.280 Bid Size: 2,000 |
13.360 Ask Size: 2,000 |
- |
340.00 DKK |
2025-03-21 |
Call |
Master data
WKN: |
SW7ZJQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 DKK |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-20 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.12 |
Intrinsic value: |
6.48 |
Implied volatility: |
0.52 |
Historic volatility: |
0.55 |
Parity: |
6.48 |
Time value: |
6.18 |
Break-even: |
58.24 |
Moneyness: |
1.14 |
Premium: |
0.12 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.08 |
Spread %: |
0.64% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
2.96 |
Rho: |
0.18 |
Quote data
Open: |
12.350 |
High: |
13.510 |
Low: |
12.350 |
Previous Close: |
12.400 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.84% |
1 Month |
|
|
-16.94% |
3 Months |
|
|
-3.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.400 |
10.770 |
1M High / 1M Low: |
16.060 |
10.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.928 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |