Soc. Generale Call 420 Orsted A/S 20.12.2024
/ DE000SW7P808
Soc. Generale Call 420 Orsted A/S.../ DE000SW7P808 /
8/16/2024 11:45:01 AM |
Chg.-0.450 |
Bid6:49:32 PM |
Ask6:49:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.210EUR |
-9.66% |
3.710 Bid Size: 900 |
3.960 Ask Size: 900 |
- |
420.00 DKK |
12/20/2024 |
Call |
Master data
WKN: |
SW7P80 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 DKK |
Maturity: |
12/20/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.78 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.56 |
Parity: |
-3.41 |
Time value: |
5.17 |
Break-even: |
61.46 |
Moneyness: |
0.94 |
Premium: |
0.16 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.28 |
Spread %: |
5.73% |
Delta: |
0.49 |
Theta: |
-0.03 |
Omega: |
5.04 |
Rho: |
0.07 |
Quote data
Open: |
4.210 |
High: |
4.210 |
Low: |
4.210 |
Previous Close: |
4.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-37.54% |
1 Month |
|
|
-12.84% |
3 Months |
|
|
-57.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.370 |
4.660 |
1M High / 1M Low: |
7.510 |
4.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.540 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.967 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |