Soc. Generale Call 400 Orsted A/S 20.09.2024
/ DE000SU2QP63
Soc. Generale Call 400 Orsted A/S.../ DE000SU2QP63 /
| 2024-07-12 8:56:08 AM |
Chg.+0.82 |
Bid2024-07-12 |
Ask2024-07-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.50EUR |
+17.52% |
5.50
Bid Size: 600 |
5.94
Ask Size: 600 |
- |
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: |
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: |
5.50 |
| High: |
5.50 |
| Low: |
5.50 |
| Previous Close: |
4.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.85% |
| 1 Month |
|
|
+4.36% |
| 3 Months |
|
|
-17.04% |
| YTD |
|
|
-37.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.80 |
3.80 |
| 1M High / 1M Low: |
6.25 |
3.27 |
| 6M High / 6M Low: |
9.94 |
3.27 |
| High (YTD): |
2024-01-15 |
9.94 |
| Low (YTD): |
2024-07-01 |
3.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.14% |
| Volatility 6M: |
|
145.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
