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

EUWAX
9/18/2024  8:21:28 AM Chg.0.000 Bid3:03:35 PM Ask3:03:35 PM Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.180
Bid Size: 50,000
0.190
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: 26.64
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.48
Parity: -1.11
Time value: 0.22
Break-even: 71.89
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 1.23
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.28
Theta: -0.03
Omega: 7.57
Rho: 0.04
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+75.00%
1 Month  
+116.49%
3 Months
  -22.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.120
1M High / 1M Low: 0.230 0.047
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   341.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -