Soc. Generale Call 480 Orsted A/S 20.12.2024
/ DE000SW8J2L6
Soc. Generale Call 480 Orsted A/S.../ DE000SW8J2L6 /
| 12/07/2024 08:43:33 |
Chg.+0.040 |
Bid17:40:58 |
Ask17:40:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+12.12% |
0.370
Bid Size: 8,200 |
0.390
Ask Size: 8,200 |
- |
480.00 DKK |
20/12/2024 |
Call |
Master data
| WKN: |
SW8J2L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 DKK |
| Maturity: |
20/12/2024 |
| Issue date: |
04/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.55 |
| Parity: |
-0.95 |
| Time value: |
0.39 |
| Break-even: |
68.24 |
| Moneyness: |
0.85 |
| Premium: |
0.24 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
5.38 |
| Rho: |
0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.63% |
| 1 Month |
|
|
-9.76% |
| 3 Months |
|
|
-22.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.300 |
| 1M High / 1M Low: |
0.470 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
