Soc. Generale Call 380 Orsted A/S 20.09.2024
/ DE000SW7P8T9
Soc. Generale Call 380 Orsted A/S.../ DE000SW7P8T9 /
| 13/09/2024 21:45:13 |
Chg.+2.080 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.350EUR |
+33.17% |
8.340
Bid Size: 400 |
9.480
Ask Size: 400 |
- |
380.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
SW7P8T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 DKK |
| Maturity: |
20/09/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.26 |
| Intrinsic value: |
6.16 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.49 |
| Parity: |
6.16 |
| Time value: |
0.54 |
| Break-even: |
57.62 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.17 |
| Spread %: |
2.60% |
| Delta: |
0.86 |
| Theta: |
-0.11 |
| Omega: |
7.29 |
| Rho: |
0.01 |
Quote data
| Open: |
6.060 |
| High: |
9.160 |
| Low: |
6.060 |
| Previous Close: |
6.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.21% |
| 1 Month |
|
|
+8.87% |
| 3 Months |
|
|
+23.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.690 |
4.330 |
| 1M High / 1M Low: |
7.670 |
2.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
