Soc. Generale Call 480 Orsted A/S.../  DE000SW8J2K8  /

EUWAX
2024-06-28  10:06:16 AM Chg.-0.039 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.081EUR -32.50% -
Bid Size: -
-
Ask Size: -
- 480.00 DKK 2024-09-20 Call
 

Master data

WKN: SW8J2K
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 480.00 DKK
Maturity: 2024-09-20
Issue date: 2024-04-04
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.29
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.55
Parity: -1.52
Time value: 0.08
Break-even: 65.15
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 2.43
Spread abs.: 0.01
Spread %: 14.49%
Delta: 0.15
Theta: -0.02
Omega: 9.38
Rho: 0.02
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.35%
1 Month
  -72.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.081
1M High / 1M Low: 0.330 0.081
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -