Soc. Generale Call 440 Orsted A/S 20.12.2024
/ DE000SW7P816
Soc. Generale Call 440 Orsted A/S.../ DE000SW7P816 /
| 9/18/2024 8:42:32 AM |
Chg.-0.09 |
Bid5:27:09 PM |
Ask5:27:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.01EUR |
-1.48% |
-
Bid Size: - |
-
Ask Size: - |
- |
440.00 DKK |
12/20/2024 |
Call |
Master data
| WKN: |
SW7P81 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 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: |
9.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.48 |
| Parity: |
-0.37 |
| Time value: |
6.28 |
| Break-even: |
65.25 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.07 |
| Spread %: |
1.13% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
5.19 |
| Rho: |
0.07 |
Quote data
| Open: |
6.01 |
| High: |
6.01 |
| Low: |
6.01 |
| Previous Close: |
6.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.10% |
| 1 Month |
|
|
+58.16% |
| 3 Months |
|
|
+14.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.11 |
3.90 |
| 1M High / 1M Low: |
6.11 |
2.42 |
| 6M High / 6M Low: |
9.25 |
2.42 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.54% |
| Volatility 6M: |
|
172.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
