Soc. Generale Call 450 Orsted A/S 20.09.2024
/ DE000SU6PNU9
Soc. Generale Call 450 Orsted A/S.../ DE000SU6PNU9 /
| 2024-07-11 9:18:05 AM |
Chg.- |
Bid8:33:22 AM |
Ask8:33:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
- |
2.50
Bid Size: 1,200 |
2.78
Ask Size: 1,200 |
- |
450.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
SU6PNU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.55 |
| Parity: |
-5.44 |
| Time value: |
2.64 |
| Break-even: |
62.96 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.05 |
| Spread %: |
1.93% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
7.79 |
| Rho: |
0.03 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
1.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.50% |
| 1 Month |
|
|
-22.59% |
| 3 Months |
|
|
-52.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.69 |
| 1M High / 1M Low: |
3.14 |
1.34 |
| 6M High / 6M Low: |
7.25 |
1.34 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.89% |
| Volatility 6M: |
|
184.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
