Soc. Generale Call 360 Orsted A/S 21.03.2025
/ DE000SW7ZJR8
Soc. Generale Call 360 Orsted A/S.../ DE000SW7ZJR8 /
2024-07-25 8:47:25 AM |
Chg.-0.400 |
Bid9:24:47 AM |
Ask9:24:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
10.370EUR |
-3.71% |
10.310 Bid Size: 3,000 |
10.400 Ask Size: 3,000 |
- |
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: |
4.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.59 |
Intrinsic value: |
4.06 |
Implied volatility: |
0.51 |
Historic volatility: |
0.55 |
Parity: |
4.06 |
Time value: |
6.94 |
Break-even: |
59.24 |
Moneyness: |
1.08 |
Premium: |
0.13 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.09 |
Spread %: |
0.82% |
Delta: |
0.68 |
Theta: |
-0.02 |
Omega: |
3.22 |
Rho: |
0.16 |
Quote data
Open: |
10.370 |
High: |
10.370 |
Low: |
10.370 |
Previous Close: |
10.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.68% |
1 Month |
|
|
-7.25% |
3 Months |
|
|
-12.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.770 |
10.300 |
1M High / 1M Low: |
12.730 |
9.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.757 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |