Soc. Generale Call 380 Orsted A/S 20.12.2024
/ DE000SW7P8Z6
Soc. Generale Call 380 Orsted A/S.../ DE000SW7P8Z6 /
| 16/08/2024 11:41:32 |
Chg.-0.560 |
Bid19:08:50 |
Ask19:08:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.680EUR |
-7.73% |
5.970
Bid Size: 600 |
6.300
Ask Size: 600 |
- |
380.00 DKK |
20/12/2024 |
Call |
Master data
| WKN: |
SW7P8Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 DKK |
| Maturity: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.08 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.56 |
| Parity: |
1.95 |
| Time value: |
5.87 |
| Break-even: |
58.75 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.36 |
| Spread %: |
4.83% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
4.22 |
| Rho: |
0.09 |
Quote data
| Open: |
6.680 |
| High: |
6.680 |
| Low: |
6.680 |
| Previous Close: |
7.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.06% |
| 1 Month |
|
|
-8.87% |
| 3 Months |
|
|
-48.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.600 |
7.240 |
| 1M High / 1M Low: |
10.650 |
6.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.760 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
