Soc. Generale Call 400 Orsted A/S 20.09.2024
/ DE000SU2QP63
Soc. Generale Call 400 Orsted A/S.../ DE000SU2QP63 /
| 7/12/2024 4:33:03 PM |
Chg.+0.350 |
Bid5:31:06 PM |
Ask5:31:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.840EUR |
+6.38% |
5.700
Bid Size: 600 |
6.060
Ask Size: 600 |
- |
400.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
SU2QP6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.03 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.55 |
| Parity: |
1.26 |
| Time value: |
4.47 |
| Break-even: |
59.35 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.08 |
| Spread %: |
1.42% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
5.72 |
| Rho: |
0.05 |
Quote data
| Open: |
5.510 |
| High: |
5.930 |
| Low: |
5.460 |
| Previous Close: |
5.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.23% |
| 1 Month |
|
|
-7.74% |
| 3 Months |
|
|
-24.65% |
| YTD |
|
|
-32.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.490 |
3.870 |
| 1M High / 1M Low: |
6.330 |
3.170 |
| 6M High / 6M Low: |
9.940 |
3.170 |
| High (YTD): |
1/15/2024 |
9.940 |
| Low (YTD): |
6/28/2024 |
3.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.709 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.78% |
| Volatility 6M: |
|
147.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
