Soc. Generale Call 400 Orsted A/S 21.03.2025
/ DE000SW7ZJT4
Soc. Generale Call 400 Orsted A/S.../ DE000SW7ZJT4 /
| 10/4/2024 9:42:50 PM |
Chg.-0.910 |
Bid9:53:34 PM |
Ask9:53:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.000EUR |
-9.18% |
8.990
Bid Size: 400 |
9.360
Ask Size: 400 |
- |
400.00 DKK |
3/21/2025 |
Call |
Master data
| WKN: |
SW7ZJT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 DKK |
| Maturity: |
3/21/2025 |
| Issue date: |
3/20/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.43 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.47 |
| Parity: |
2.02 |
| Time value: |
7.19 |
| Break-even: |
62.87 |
| Moneyness: |
1.04 |
| Premium: |
0.13 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.08 |
| Spread %: |
0.88% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
3.79 |
| Rho: |
0.12 |
Quote data
| Open: |
9.880 |
| High: |
10.390 |
| Low: |
8.880 |
| Previous Close: |
9.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.35% |
| 1 Month |
|
|
-7.60% |
| 3 Months |
|
|
+0.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.330 |
9.000 |
| 1M High / 1M Low: |
11.590 |
8.370 |
| 6M High / 6M Low: |
13.590 |
5.790 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.428 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.615 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.07% |
| Volatility 6M: |
|
117.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
