Soc. Generale Call 400 Orsted A/S 20.09.2024
/ DE000SU2QP63
Soc. Generale Call 400 Orsted A/S.../ DE000SU2QP63 /
| 09/08/2024 13:04:46 |
Chg.+0.420 |
Bid13:32:48 |
Ask13:32:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.230EUR |
+8.73% |
5.110
Bid Size: 3,000 |
5.210
Ask Size: 3,000 |
- |
400.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
SU2QP6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 DKK |
| Maturity: |
20/09/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.86 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.56 |
| Parity: |
1.28 |
| Time value: |
3.65 |
| Break-even: |
58.53 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.09 |
| Spread %: |
1.86% |
| Delta: |
0.59 |
| Theta: |
-0.05 |
| Omega: |
6.62 |
| Rho: |
0.03 |
Quote data
| Open: |
4.600 |
| High: |
5.500 |
| Low: |
4.600 |
| Previous Close: |
4.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.27% |
| 1 Month |
|
|
+33.42% |
| 3 Months |
|
|
-45.24% |
| YTD |
|
|
-39.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.030 |
4.230 |
| 1M High / 1M Low: |
6.030 |
3.080 |
| 6M High / 6M Low: |
9.580 |
3.080 |
| High (YTD): |
15/01/2024 |
9.940 |
| Low (YTD): |
17/07/2024 |
3.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.85% |
| Volatility 6M: |
|
163.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
