Soc. Generale Call 440 Orsted A/S 20.09.2024
/ DE000SW7P8V5
Soc. Generale Call 440 Orsted A/S.../ DE000SW7P8V5 /
| 2024-09-13 9:41:28 PM |
Chg.+1.060 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
+95.50% |
2.160
Bid Size: 1,400 |
2.500
Ask Size: 1,400 |
- |
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: |
24.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.49 |
| Parity: |
0.38 |
| Time value: |
2.00 |
| Break-even: |
61.34 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
6.55 |
| Spread abs.: |
0.10 |
| Spread %: |
4.39% |
| Delta: |
0.55 |
| Theta: |
-0.18 |
| Omega: |
13.67 |
| Rho: |
0.00 |
Quote data
| Open: |
1.250 |
| High: |
2.450 |
| Low: |
1.250 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+99.08% |
| 1 Month |
|
|
-23.32% |
| 3 Months |
|
|
-24.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.170 |
0.500 |
| 1M High / 1M Low: |
2.830 |
0.180 |
| 6M High / 6M Low: |
6.770 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.109 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
889.53% |
| Volatility 6M: |
|
410.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
