Soc. Generale Call 360 Orsted A/S 21.03.2025
/ DE000SW7ZJR8
Soc. Generale Call 360 Orsted A/S.../ DE000SW7ZJR8 /
| 2024-07-26 1:07:11 PM |
Chg.+0.080 |
Bid1:13:22 PM |
Ask1:13:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.240EUR |
+0.72% |
11.250
Bid Size: 2,000 |
11.340
Ask Size: 2,000 |
- |
360.00 DKK |
2025-03-21 |
Call |
Master data
| WKN: |
SW7ZJR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 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: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.05 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.55 |
| Parity: |
4.76 |
| Time value: |
6.67 |
| Break-even: |
59.67 |
| Moneyness: |
1.10 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.09 |
| Spread %: |
0.79% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.19 |
| Rho: |
0.16 |
Quote data
| Open: |
11.050 |
| High: |
11.570 |
| Low: |
11.030 |
| Previous Close: |
11.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.64% |
| 1 Month |
|
|
+0.18% |
| 3 Months |
|
|
-11.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.160 |
10.550 |
| 1M High / 1M Low: |
12.730 |
9.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
