Soc. Generale Call 380 Orsted A/S 20.12.2024
/ DE000SW7P8Z6
Soc. Generale Call 380 Orsted A/S.../ DE000SW7P8Z6 /
| 9/18/2024 4:55:32 PM |
Chg.-0.800 |
Bid5:26:03 PM |
Ask5:26:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.240EUR |
-7.25% |
-
Bid Size: - |
-
Ask Size: - |
- |
380.00 DKK |
12/20/2024 |
Call |
Master data
| WKN: |
SW7P8Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 DKK |
| Maturity: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.31 |
| Intrinsic value: |
7.67 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.48 |
| Parity: |
7.67 |
| Time value: |
3.65 |
| Break-even: |
62.25 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.09 |
| Spread %: |
0.80% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
3.84 |
| Rho: |
0.08 |
Quote data
| Open: |
10.990 |
| High: |
10.990 |
| Low: |
10.240 |
| Previous Close: |
11.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.61% |
| 1 Month |
|
|
+53.29% |
| 3 Months |
|
|
+15.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.460 |
9.650 |
| 1M High / 1M Low: |
11.460 |
5.260 |
| 6M High / 6M Low: |
13.450 |
5.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.198 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.00% |
| Volatility 6M: |
|
130.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
