Soc. Generale Call 400 Orsted A/S 20.12.2024
/ DE000SU7XC07
Soc. Generale Call 400 Orsted A/S.../ DE000SU7XC07 /
| 16/10/2024 08:09:15 |
Chg.-0.070 |
Bid10:11:19 |
Ask10:11:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-8.33% |
0.760
Bid Size: 25,000 |
0.770
Ask Size: 25,000 |
- |
400.00 DKK |
20/12/2024 |
Call |
Master data
| WKN: |
SU7XC0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 DKK |
| Maturity: |
20/12/2024 |
| Issue date: |
06/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.46 |
| Parity: |
0.42 |
| Time value: |
0.40 |
| Break-even: |
61.81 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
4.75 |
| Rho: |
0.05 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.76% |
| 1 Month |
|
|
-18.09% |
| 3 Months |
|
|
+24.19% |
| 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: |
|
- |
