Soc. Generale Call 540 Orsted A/S 21.03.2025
/ DE000SW94MT9
Soc. Generale Call 540 Orsted A/S.../ DE000SW94MT9 /
9/18/2024 8:59:35 AM |
Chg.-0.010 |
Bid3:52:24 PM |
Ask3:52:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
-2.78% |
0.320 Bid Size: 50,000 |
0.330 Ask Size: 50,000 |
- |
540.00 DKK |
3/21/2025 |
Call |
Master data
WKN: |
SW94MT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 DKK |
Maturity: |
3/21/2025 |
Issue date: |
5/9/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.48 |
Parity: |
-1.38 |
Time value: |
0.37 |
Break-even: |
76.07 |
Moneyness: |
0.81 |
Premium: |
0.30 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
0.34 |
Theta: |
-0.02 |
Omega: |
5.36 |
Rho: |
0.08 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.360 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+59.09% |
3 Months |
|
|
+9.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.280 |
1M High / 1M Low: |
0.370 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.330 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.229 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |