Soc. Generale Call 380 Orsted A/S 20.09.2024
/ DE000SW7P8T9
Soc. Generale Call 380 Orsted A/S.../ DE000SW7P8T9 /
| 2024-07-24 9:44:14 PM |
Chg.+0.220 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.240EUR |
+4.38% |
5.230
Bid Size: 600 |
5.590
Ask Size: 600 |
- |
380.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
SW7P8T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.65 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.55 |
| Parity: |
1.82 |
| Time value: |
3.39 |
| Break-even: |
56.13 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.08 |
| Spread %: |
1.56% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
6.28 |
| Rho: |
0.04 |
Quote data
| Open: |
4.930 |
| High: |
5.660 |
| Low: |
4.930 |
| Previous Close: |
5.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.86% |
| 1 Month |
|
|
-16.96% |
| 3 Months |
|
|
-27.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.210 |
4.300 |
| 1M High / 1M Low: |
7.220 |
4.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
