Soc. Generale Call 400 Orsted A/S 20.12.2024
/ DE000SU7XC07
Soc. Generale Call 400 Orsted A/S.../ DE000SU7XC07 /
2024-10-15 8:08:41 AM |
Chg.-0.020 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-2.33% |
- Bid Size: - |
- Ask Size: - |
- |
400.00 DKK |
2024-12-20 |
Call |
Master data
WKN: |
SU7XC0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 DKK |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-06 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.60 |
Historic volatility: |
0.46 |
Parity: |
0.51 |
Time value: |
0.37 |
Break-even: |
62.41 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
0.69 |
Theta: |
-0.04 |
Omega: |
4.64 |
Rho: |
0.06 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.83% |
1 Month |
|
|
-10.64% |
3 Months |
|
|
+35.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.840 |
1M High / 1M Low: |
1.010 |
0.750 |
6M High / 6M Low: |
1.210 |
0.390 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.904 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.879 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.780 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.19% |
Volatility 6M: |
|
148.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |