Soc. Generale Call 460 Orsted A/S 20.09.2024
/ DE000SW7P8W3
Soc. Generale Call 460 Orsted A/S.../ DE000SW7P8W3 /
| 2024-07-25 9:54:31 AM |
Chg.-0.080 |
Bid10:38:00 AM |
Ask10:38:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-7.27% |
1.070
Bid Size: 5,000 |
1.100
Ask Size: 5,000 |
- |
460.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
SW7P8W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 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: |
44.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.55 |
| Parity: |
-9.34 |
| Time value: |
1.18 |
| Break-even: |
62.82 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
2.23 |
| Spread abs.: |
0.03 |
| Spread %: |
2.61% |
| Delta: |
0.23 |
| Theta: |
-0.03 |
| Omega: |
10.04 |
| Rho: |
0.02 |
Quote data
| Open: |
0.970 |
| High: |
1.020 |
| Low: |
0.970 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
-41.71% |
| 3 Months |
|
|
-66.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
1.050 |
| 1M High / 1M Low: |
2.080 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
