Soc. Generale Call 440 Orsted A/S 20.09.2024
/ DE000SW7P8V5
Soc. Generale Call 440 Orsted A/S.../ DE000SW7P8V5 /
| 2024-08-09 10:49:28 AM |
Chg.+0.420 |
Bid11:37:50 AM |
Ask11:37:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
+17.72% |
2.780
Bid Size: 4,000 |
2.850
Ask Size: 4,000 |
- |
440.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
SW7P8V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.56 |
| Parity: |
-4.09 |
| Time value: |
2.46 |
| Break-even: |
61.43 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.06 |
| Spread %: |
2.50% |
| Delta: |
0.39 |
| Theta: |
-0.05 |
| Omega: |
8.67 |
| Rho: |
0.02 |
Quote data
| Open: |
2.230 |
| High: |
2.790 |
| Low: |
2.230 |
| Previous Close: |
2.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
+43.08% |
| 3 Months |
|
|
-58.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.110 |
2.030 |
| 1M High / 1M Low: |
3.110 |
1.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
