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

EUWAX
2024-06-28  10:03:29 AM Chg.-0.050 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.190EUR -20.83% -
Bid Size: -
-
Ask Size: -
- 520.00 DKK 2024-12-20 Call
 

Master data

WKN: SW82YH
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 520.00 DKK
Maturity: 2024-12-20
Issue date: 2024-04-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.90
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.55
Parity: -2.05
Time value: 0.19
Break-even: 71.62
Moneyness: 0.71
Premium: 0.46
Premium p.a.: 1.20
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.22
Theta: -0.02
Omega: 5.78
Rho: 0.04
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.63%
1 Month
  -45.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.190
1M High / 1M Low: 0.400 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -