Soc. Generale Call 380 Orsted A/S 21.03.2025
/ DE000SW7ZJS6
Soc. Generale Call 380 Orsted A/S.../ DE000SW7ZJS6 /
| 10/4/2024 9:38:46 PM |
Chg.-0.950 |
Bid9:57:09 PM |
Ask9:57:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.530EUR |
-8.28% |
10.510
Bid Size: 300 |
10.910
Ask Size: 300 |
- |
380.00 DKK |
3/21/2025 |
Call |
Master data
| WKN: |
SW7ZJS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 DKK |
| Maturity: |
3/21/2025 |
| Issue date: |
3/20/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.83 |
| Intrinsic value: |
4.70 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.47 |
| Parity: |
4.70 |
| Time value: |
6.05 |
| Break-even: |
61.73 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.09 |
| Spread %: |
0.84% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
3.52 |
| Rho: |
0.12 |
Quote data
| Open: |
11.460 |
| High: |
12.030 |
| Low: |
10.410 |
| Previous Close: |
11.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.77% |
| 1 Month |
|
|
-3.31% |
| 3 Months |
|
|
+2.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.010 |
10.530 |
| 1M High / 1M Low: |
13.290 |
9.760 |
| 6M High / 6M Low: |
15.090 |
6.870 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.966 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.22% |
| Volatility 6M: |
|
112.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
