Soc. Generale Call 520 Orsted A/S.../  DE000SW82YJ0  /

EUWAX
2024-06-28  10:03:29 AM Chg.-0.060 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.290EUR -17.14% -
Bid Size: -
-
Ask Size: -
- 520.00 DKK 2025-03-21 Call
 

Master data

WKN: SW82YJ
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 520.00 DKK
Maturity: 2025-03-21
Issue date: 2024-04-16
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.58
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.55
Parity: -2.05
Time value: 0.28
Break-even: 72.52
Moneyness: 0.71
Premium: 0.47
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.28
Theta: -0.01
Omega: 4.86
Rho: 0.08
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.64%
1 Month
  -43.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.290
1M High / 1M Low: 0.570 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -