Soc. Generale Call 440 Orsted A/S 20.12.2024
/ DE000SW7P816
Soc. Generale Call 440 Orsted A/S.../ DE000SW7P816 /
| 17/07/2024 08:42:30 |
Chg.-0.24 |
Bid16:55:21 |
Ask16:55:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.93EUR |
-5.76% |
3.80
Bid Size: 800 |
4.03
Ask Size: 800 |
- |
440.00 DKK |
20/12/2024 |
Call |
Master data
| WKN: |
SW7P81 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 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: |
12.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.55 |
| Parity: |
-7.49 |
| Time value: |
4.15 |
| Break-even: |
63.14 |
| Moneyness: |
0.87 |
| Premium: |
0.23 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.06 |
| Spread %: |
1.47% |
| Delta: |
0.41 |
| Theta: |
-0.02 |
| Omega: |
5.14 |
| Rho: |
0.07 |
Quote data
| Open: |
3.93 |
| High: |
3.93 |
| Low: |
3.93 |
| Previous Close: |
4.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.86% |
| 1 Month |
|
|
-25.14% |
| 3 Months |
|
|
-33.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.76 |
4.17 |
| 1M High / 1M Low: |
5.76 |
3.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
