Soc. Generale Call 500 Orsted A/S.../  DE000SW8VU28  /

EUWAX
2024-06-26  4:29:07 PM Chg.-0.040 Bid10:00:51 PM Ask10:00:51 PM Underlying Strike price Expiration date Option type
0.430EUR -8.51% -
Bid Size: -
-
Ask Size: -
- 500.00 DKK 2025-03-21 Call
 

Master data

WKN: SW8VU2
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 500.00 DKK
Maturity: 2025-03-21
Issue date: 2024-04-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.95
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.55
Parity: -1.57
Time value: 0.43
Break-even: 71.33
Moneyness: 0.77
Premium: 0.39
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.36
Theta: -0.02
Omega: 4.31
Rho: 0.10
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.44%
1 Month
  -28.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.430
1M High / 1M Low: 0.650 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -