Soc. Generale Call 480 Orsted A/S 20.09.2024
/ DE000SW8J2K8
Soc. Generale Call 480 Orsted A/S.../ DE000SW8J2K8 /
| 8/9/2024 8:42:10 AM |
Chg.-0.003 |
Bid3:02:00 PM |
Ask3:02:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-3.23% |
0.098
Bid Size: 45,000 |
0.110
Ask Size: 45,000 |
- |
480.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
SW8J2K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
4/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.56 |
| Parity: |
-0.94 |
| Time value: |
0.11 |
| Break-even: |
65.43 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
3.61 |
| Spread abs.: |
0.01 |
| Spread %: |
14.58% |
| Delta: |
0.22 |
| Theta: |
-0.03 |
| Omega: |
10.77 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.093 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.42% |
| 1 Month |
|
|
+16.88% |
| 3 Months |
|
|
-79.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.076 |
| 1M High / 1M Low: |
0.140 |
0.047 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
