Soc. Generale Call 400 Orsted A/S 20.09.2024
/ DE000SU2QP63
Soc. Generale Call 400 Orsted A/S.../ DE000SU2QP63 /
| 2024-07-25 9:48:47 AM |
Chg.-0.130 |
Bid10:32:50 AM |
Ask10:32:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.670EUR |
-3.42% |
3.780
Bid Size: 3,000 |
3.850
Ask Size: 3,000 |
- |
400.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
SU2QP6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.55 |
| Parity: |
-1.30 |
| Time value: |
3.98 |
| Break-even: |
57.58 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.07 |
| Spread %: |
1.79% |
| Delta: |
0.51 |
| Theta: |
-0.04 |
| Omega: |
6.66 |
| Rho: |
0.04 |
Quote data
| Open: |
3.520 |
| High: |
3.670 |
| Low: |
3.520 |
| Previous Close: |
3.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.38% |
| 1 Month |
|
|
-16.97% |
| 3 Months |
|
|
-36.28% |
| YTD |
|
|
-57.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.850 |
3.550 |
| 1M High / 1M Low: |
5.550 |
3.080 |
| 6M High / 6M Low: |
9.580 |
3.080 |
| High (YTD): |
2024-01-15 |
9.940 |
| Low (YTD): |
2024-07-17 |
3.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.01% |
| Volatility 6M: |
|
155.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
