Soc. Generale Call 520 Orsted A/S.../  DE000SW82YH4  /

EUWAX
8/16/2024  10:12:32 AM Chg.-0.003 Bid1:41:35 PM Ask1:41:35 PM Underlying Strike price Expiration date Option type
0.097EUR -3.00% 0.070
Bid Size: 50,000
0.080
Ask Size: 50,000
- 520.00 DKK 12/20/2024 Call
 

Master data

WKN: SW82YH
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 520.00 DKK
Maturity: 12/20/2024
Issue date: 4/16/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.07
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.56
Parity: -1.68
Time value: 0.11
Break-even: 70.80
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 1.33
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.17
Theta: -0.01
Omega: 8.36
Rho: 0.03
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.94%
1 Month
  -30.71%
3 Months
  -79.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.100
1M High / 1M Low: 0.220 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   252.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -