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

EUWAX
10/4/2024  12:58:08 PM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.340EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 520.00 DKK 3/21/2025 Call
 

Master data

WKN: SW82YJ
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 520.00 DKK
Maturity: 3/21/2025
Issue date: 4/16/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.40
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.47
Parity: -1.41
Time value: 0.32
Break-even: 72.96
Moneyness: 0.80
Premium: 0.31
Premium p.a.: 0.81
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.32
Theta: -0.02
Omega: 5.53
Rho: 0.07
 

Quote data

Open: 0.350
High: 0.350
Low: 0.340
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.07%
1 Month
  -5.56%
3 Months
  -5.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.340
1M High / 1M Low: 0.440 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -