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

EUWAX
05/07/2024  09:00:54 Chg.+0.020 Bid16:57:06 Ask16:57:06 Underlying Strike price Expiration date Option type
0.170EUR +13.33% 0.180
Bid Size: 10,000
0.190
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: 28.92
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.55
Parity: -2.03
Time value: 0.18
Break-even: 74.20
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 1.16
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.21
Theta: -0.02
Omega: 6.21
Rho: 0.04
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month
  -43.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.310 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -