Soc. Generale Call 480 Orsted A/S.../  DE000SW8J2M4  /

EUWAX
2024-07-25  8:42:38 AM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.420EUR +2.44% -
Bid Size: -
-
Ask Size: -
- 480.00 DKK 2025-03-21 Call
 

Master data

WKN: SW8J2M
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 480.00 DKK
Maturity: 2025-03-21
Issue date: 2024-04-04
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.89
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.55
Parity: -1.20
Time value: 0.44
Break-even: 68.72
Moneyness: 0.81
Premium: 0.31
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.39
Theta: -0.02
Omega: 4.58
Rho: 0.10
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.44%
1 Month
  -17.65%
3 Months
  -26.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.410
1M High / 1M Low: 0.580 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.454
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -