Soc. Generale Call 480 Orsted A/S.../  DE000SW8J2L6  /

Frankfurt Zert./SG
2024-07-25  8:49:32 AM Chg.-0.010 Bid9:25:28 AM Ask9:25:28 AM Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 60,000
0.250
Ask Size: 60,000
- 480.00 DKK 2024-12-20 Call
 

Master data

WKN: SW8J2L
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 480.00 DKK
Maturity: 2024-12-20
Issue date: 2024-04-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.37
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.55
Parity: -1.20
Time value: 0.27
Break-even: 67.02
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.31
Theta: -0.02
Omega: 6.03
Rho: 0.06
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -31.43%
3 Months
  -42.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.240
1M High / 1M Low: 0.380 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.289
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -