Soc. Generale Call 540 Orsted A/S.../  DE000SW94MQ5  /

EUWAX
26/07/2024  08:59:07 Chg.+0.030 Bid16:50:07 Ask16:50:07 Underlying Strike price Expiration date Option type
0.150EUR +25.00% 0.140
Bid Size: 10,000
0.150
Ask Size: 10,000
- 540.00 DKK 20/12/2024 Call
 

Master data

WKN: SW94MQ
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 540.00 DKK
Maturity: 20/12/2024
Issue date: 09/05/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.13
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.55
Parity: -1.94
Time value: 0.16
Break-even: 73.96
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 1.29
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.20
Theta: -0.02
Omega: 6.75
Rho: 0.04
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month
  -28.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.210 0.098
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -