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

EUWAX
7/17/2024  8:44:20 AM Chg.-0.030 Bid1:16:13 PM Ask1:16:13 PM Underlying Strike price Expiration date Option type
0.420EUR -6.67% 0.420
Bid Size: 50,000
0.430
Ask Size: 50,000
- 480.00 DKK 3/21/2025 Call
 

Master data

WKN: SW8J2M
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 480.00 DKK
Maturity: 3/21/2025
Issue date: 4/4/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.44
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.55
Parity: -1.29
Time value: 0.45
Break-even: 68.86
Moneyness: 0.80
Premium: 0.34
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.38
Theta: -0.02
Omega: 4.40
Rho: 0.10
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month
  -17.65%
3 Months
  -28.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.450
1M High / 1M Low: 0.580 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.486
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -