Soc. Generale Call 420 Orsted A/S 20.12.2024
/ DE000SW7P808
Soc. Generale Call 420 Orsted A/S.../ DE000SW7P808 /
| 18/10/2024 21:37:55 |
Chg.+0.210 |
Bid21:59:58 |
Ask21:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.770EUR |
+3.20% |
6.780
Bid Size: 500 |
7.120
Ask Size: 500 |
- |
420.00 DKK |
20/12/2024 |
Call |
Master data
| WKN: |
SW7P80 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 DKK |
| Maturity: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.64 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.46 |
| Parity: |
2.15 |
| Time value: |
4.75 |
| Break-even: |
63.21 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.07 |
| Spread %: |
1.02% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
5.23 |
| Rho: |
0.05 |
Quote data
| Open: |
6.540 |
| High: |
6.790 |
| Low: |
6.400 |
| Previous Close: |
6.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
+7.29% |
| 3 Months |
|
|
+28.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.000 |
6.290 |
| 1M High / 1M Low: |
8.500 |
5.420 |
| 6M High / 6M Low: |
10.420 |
3.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.611 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.94% |
| Volatility 6M: |
|
159.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
