Soc. Generale Call 380 Orsted A/S 20.09.2024
/ DE000SW7P8T9
Soc. Generale Call 380 Orsted A/S.../ DE000SW7P8T9 /
| 2024-07-12 8:41:47 AM |
Chg.+0.94 |
Bid3:50:30 PM |
Ask3:50:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.15EUR |
+15.14% |
7.28
Bid Size: 3,000 |
7.37
Ask Size: 3,000 |
- |
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: |
7.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.48 |
| Intrinsic value: |
3.94 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.55 |
| Parity: |
3.94 |
| Time value: |
3.46 |
| Break-even: |
58.34 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.09 |
| Spread %: |
1.23% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
5.03 |
| Rho: |
0.06 |
Quote data
| Open: |
7.15 |
| High: |
7.15 |
| Low: |
7.15 |
| Previous Close: |
6.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.60% |
| 1 Month |
|
|
+7.84% |
| 3 Months |
|
|
-11.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.42 |
5.14 |
| 1M High / 1M Low: |
7.47 |
4.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
