Soc. Generale Call 360 Orsted A/S 20.09.2024
/ DE000SW7P8S1
Soc. Generale Call 360 Orsted A/S.../ DE000SW7P8S1 /
| 8/29/2024 11:02:33 AM |
Chg.+0.340 |
Bid11:55:52 AM |
Ask11:55:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.180EUR |
+7.02% |
5.280
Bid Size: 2,000 |
5.380
Ask Size: 2,000 |
- |
360.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
SW7P8S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.87 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.56 |
| Parity: |
3.45 |
| Time value: |
1.62 |
| Break-even: |
53.34 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.10 |
| Spread %: |
2.01% |
| Delta: |
0.71 |
| Theta: |
-0.06 |
| Omega: |
7.25 |
| Rho: |
0.02 |
Quote data
| Open: |
4.740 |
| High: |
5.180 |
| Low: |
4.740 |
| Previous Close: |
4.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.74% |
| 1 Month |
|
|
-34.76% |
| 3 Months |
|
|
-43.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.840 |
3.530 |
| 1M High / 1M Low: |
9.960 |
3.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
