Soc. Generale Call 460 Orsted A/S.../  DE000SW7ZJW8  /

EUWAX
05/07/2024  08:51:41 Chg.+0.57 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
5.66EUR +11.20% -
Bid Size: -
-
Ask Size: -
- 460.00 DKK 21/03/2025 Call
 

Master data

WKN: SW7ZJW
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 460.00 DKK
Maturity: 21/03/2025
Issue date: 20/03/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 8.93
Leverage: Yes

Calculated values

Fair value: 6.69
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.55
Parity: -9.61
Time value: 5.83
Break-even: 67.50
Moneyness: 0.84
Premium: 0.30
Premium p.a.: 0.44
Spread abs.: 0.07
Spread %: 1.22%
Delta: 0.45
Theta: -0.02
Omega: 3.99
Rho: 0.12
 

Quote data

Open: 5.66
High: 5.66
Low: 5.66
Previous Close: 5.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.43%
1 Month
  -27.90%
3 Months
  -21.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.09 4.58
1M High / 1M Low: 8.13 4.58
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.75
Avg. volume 1W:   0.00
Avg. price 1M:   5.98
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -