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

EUWAX
12/07/2024  10:09:57 Chg.+0.050 Bid16:47:59 Ask16:47:59 Underlying Strike price Expiration date Option type
0.520EUR +10.64% 0.500
Bid Size: 50,000
0.510
Ask Size: 50,000
- 500.00 DKK 21/03/2025 Call
 

Master data

WKN: SW8VU2
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 500.00 DKK
Maturity: 21/03/2025
Issue date: 11/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.55
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.55
Parity: -1.21
Time value: 0.52
Break-even: 72.22
Moneyness: 0.82
Premium: 0.32
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.41
Theta: -0.02
Omega: 4.30
Rho: 0.12
 

Quote data

Open: 0.510
High: 0.520
Low: 0.510
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.56%
1 Month  
+10.64%
3 Months
  -21.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.410
1M High / 1M Low: 0.510 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -